+725.3%
CAT vs KIM
+64.5%
+660.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | +4.1% | -14.4% | -11.5% |
| 30D | -31.2% | +16.8% | -48.0% | -34.8% |
| 3M | -34.7% | +5.7% | -40.4% | -36.1% |
| 6M | -39.5% | +9.7% | -49.2% | -41.7% |
| YTD | -1.7% | +30.2% | -31.9% | -10.8% |
| 1Y | -1.1% | +32.1% | -33.2% | -10.8% |
| 3Y | +143.9% | +58.6% | +85.3% | +105.9% |
| 5Y | +194.8% | +31.2% | +163.6% | +161.4% |
| All | +725.3% | +64.5% | +660.8% | +496.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling