+247.9%
CB vs KIM
+63.0%
+184.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +7.4% | +13.4% | -6.0% | +2.9% |
| 3M | +8.6% | +6.5% | +2.1% | +6.2% |
| 6M | +16.1% | +10.6% | +5.6% | +12.1% |
| YTD | +20.2% | +29.9% | -9.7% | +9.7% |
| 1Y | +27.2% | +29.6% | -2.4% | +16.2% |
| 3Y | +72.7% | +64.1% | +8.6% | +42.8% |
| 5Y | +105.9% | +35.3% | +70.6% | +78.9% |
| All | +247.9% | +63.0% | +184.9% | +137.9% |
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 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