+213.9%
CAT vs KIM
+34.6%
+179.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -19.7% | +14.1% | -33.8% | -24.5% |
| 3M | -29.6% | +6.0% | -35.6% | -31.6% |
| 6M | -33.2% | +13.2% | -46.4% | -37.6% |
| YTD | +5.7% | +30.4% | -24.7% | -8.1% |
| 1Y | +9.3% | +31.0% | -21.7% | -5.2% |
| 3Y | +158.3% | +67.6% | +90.7% | +94.1% |
| All | +213.9% | +34.6% | +179.4% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling