+700.3%
CAT vs KIM
+63.9%
+636.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -24.6% | +14.8% | -39.3% | -28.1% |
| 3M | -28.5% | +8.1% | -36.6% | -30.6% |
| 6M | -34.8% | +11.7% | -46.5% | -37.6% |
| YTD | +5.9% | +30.7% | -24.8% | -4.0% |
| 1Y | +6.8% | +29.7% | -22.9% | -3.0% |
| 3Y | +161.1% | +65.1% | +96.0% | +117.6% |
| 5Y | +213.4% | +34.7% | +178.8% | +175.9% |
| 10Y | +700.3% | +64.1% | +636.2% | +483.0% |
| All | +700.3% | +63.9% | +636.5% | +483.0% |
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