+712.5%
CAT vs KIM
+65.6%
+646.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.9% |
| 7D | -2.4% | +2.8% | -5.2% | -3.3% |
| 30D | -25.0% | +16.3% | -41.3% | -28.9% |
| 3M | -28.7% | +6.6% | -35.4% | -30.5% |
| 6M | -33.0% | +12.3% | -45.3% | -36.0% |
| YTD | +5.4% | +31.6% | -26.1% | -4.7% |
| 1Y | +7.3% | +31.5% | -24.2% | -3.1% |
| 3Y | +166.0% | +68.0% | +98.0% | +120.5% |
| 5Y | +210.1% | +38.7% | +171.4% | +170.6% |
| 10Y | +712.5% | +65.7% | +646.8% | +493.1% |
| All | +712.5% | +65.6% | +646.9% | +493.1% |
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