+37.4%
CAVA vs KIM
+44.3%
-6.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -3.7% | -1.7% | -1.9% | -2.6% |
| 3M | -18.3% | -0.8% | -17.5% | -18.1% |
| 6M | -23.5% | +4.4% | -27.9% | -25.4% |
| YTD | +2.5% | +21.2% | -18.8% | -8.8% |
| 1Y | -8.0% | +10.5% | -18.5% | -13.6% |
| 3Y | +53.5% | +47.5% | +6.0% | +28.3% |
| All | +37.4% | +44.3% | -6.9% | +16.8% |
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