+3,816.2%
CAKE vs KIM
+2,178.7%
+1,637.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | +0.4% | -1.7% | +2.1% | +1.2% |
| 3M | +59.9% | -0.8% | +60.7% | +60.2% |
| 6M | +75.1% | +4.4% | +70.7% | +71.3% |
| YTD | +115.0% | +21.2% | +93.8% | +95.6% |
| 1Y | +81.6% | +10.5% | +71.1% | +72.9% |
| 3Y | +279.1% | +47.5% | +231.6% | +211.7% |
| 5Y | +170.6% | +37.1% | +133.6% | +130.0% |
| 10Y | +160.3% | +29.5% | +130.8% | +114.1% |
| All | +3,816.2% | +2,178.7% | +1,637.5% | +1,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling