+35,531.6%
CAT vs KIM
+3,058.9%
+32,472.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 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% | +33.0% |
| 1Y | +95.4% | +9.7% | +85.7% | +87.5% |
| 3Y | +196.6% | +46.0% | +150.6% | +155.0% |
| 5Y | +321.7% | +34.4% | +287.2% | +269.5% |
| 10Y | +1,140.8% | +29.3% | +1,111.5% | +897.1% |
| All | +35,531.6% | +3,058.9% | +32,472.7% | +9,867.9% |
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