+26,460.2%
CAT vs KIM
+3,307.9%
+23,152.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +9.3% | -0.7% | +10.0% | +9.6% |
| 30D | -21.5% | +13.4% | -34.9% | -25.2% |
| 3M | -29.1% | +6.5% | -35.6% | -31.0% |
| 6M | -33.4% | +10.6% | -43.9% | -36.2% |
| YTD | +6.6% | +29.9% | -23.4% | -3.9% |
| 1Y | +6.5% | +29.6% | -23.0% | -3.9% |
| 3Y | +162.7% | +64.1% | +98.6% | +116.3% |
| 5Y | +214.2% | +35.3% | +178.9% | +174.2% |
| 10Y | +705.2% | +63.1% | +642.1% | +493.6% |
| All | +26,460.2% | +3,307.9% | +23,152.3% | +7,103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling