+5.8%
CAT vs KIM
+31.8%
-26.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.5% |
| 7D | -2.4% | +2.8% | -5.2% | -1.5% |
| 30D | -25.0% | +16.3% | -41.3% | -22.4% |
| 3M | -28.7% | +6.6% | -35.4% | -26.8% |
| 6M | -33.0% | +12.3% | -45.3% | -31.8% |
| YTD | +5.4% | +31.6% | -26.1% | +10.9% |
| All | +5.8% | +31.8% | -26.0% | +11.1% |
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 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