+43.8%
CAVA vs KIM
+43.4%
+0.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.7% |
| 7D | -12.4% | -1.5% | -11.0% | -11.6% |
| 30D | -11.2% | -1.7% | -9.5% | -10.2% |
| 3M | -33.8% | -7.1% | -26.6% | -30.9% |
| 6M | -32.5% | +2.9% | -35.4% | -33.6% |
| YTD | -8.0% | +18.8% | -26.8% | -16.8% |
| 1Y | -17.1% | +9.4% | -26.6% | -21.6% |
| All | +43.8% | +43.4% | +0.4% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling