+1,110.7%
CAT vs KIM
+27.5%
+1,083.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -6.6% | -4.0% | -2.6% | -5.3% |
| 3M | -13.3% | +0.5% | -13.8% | -13.8% |
| 6M | +11.6% | +3.6% | +8.0% | +9.8% |
| YTD | +42.9% | +20.4% | +22.5% | +33.5% |
| 1Y | +95.4% | +9.7% | +85.7% | +88.0% |
| 3Y | +196.6% | +46.0% | +150.6% | +157.8% |
| 5Y | +321.7% | +34.4% | +287.2% | +273.3% |
| All | +1,110.7% | +27.5% | +1,083.2% | +888.8% |
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 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