+262.3%
CAKE vs KIM
+43.4%
+218.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.7% |
| 7D | -5.6% | -1.5% | -4.1% | -4.8% |
| 30D | -10.5% | -1.7% | -8.8% | -9.7% |
| 3M | +43.6% | -7.1% | +50.8% | +49.3% |
| 6M | +63.0% | +2.9% | +60.2% | +59.9% |
| YTD | +102.9% | +18.8% | +84.0% | +82.8% |
| 1Y | +75.6% | +9.4% | +66.2% | +65.9% |
| All | +262.3% | +43.4% | +218.8% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling