-7.9%
CAVA vs KIM
+10.4%
-18.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -9.2% | +0.4% | -9.7% | -9.6% |
| 30D | -8.2% | -4.0% | -4.2% | -5.1% |
| 3M | -15.3% | +0.5% | -15.9% | -16.3% |
| 6M | -23.6% | +3.6% | -27.2% | -26.3% |
| YTD | +3.5% | +20.4% | -16.9% | -12.9% |
| 1Y | -7.9% | +9.7% | -17.6% | -20.9% |
| All | -7.9% | +10.4% | -18.3% | -20.9% |
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 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