+8.9%
CAT vs KIM
+33.1%
-24.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -4.1% |
| 7D | -17.1% | +10.6% | -27.7% | -14.5% |
| 30D | -30.1% | +17.5% | -47.6% | -27.4% |
| 3M | -32.4% | +4.7% | -37.1% | -30.6% |
| 6M | -32.1% | +13.1% | -45.3% | -30.7% |
| YTD | +4.1% | +32.1% | -28.0% | +10.6% |
| 1Y | +8.9% | +32.7% | -23.8% | +15.8% |
| All | +8.9% | +33.1% | -24.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling