+27.6%
CAVA vs KIM
+40.8%
-13.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -8.0% | -1.7% | -6.3% | -7.0% |
| 30D | -19.6% | -3.0% | -16.6% | -18.1% |
| 3M | -36.7% | -8.9% | -27.8% | -33.1% |
| 6M | -30.6% | +2.4% | -33.0% | -31.5% |
| YTD | -4.8% | +18.3% | -23.1% | -13.9% |
| 1Y | -13.1% | +8.2% | -21.3% | -17.3% |
| 3Y | +48.8% | +44.0% | +4.7% | +26.2% |
| All | +27.6% | +40.8% | -13.2% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling