+243.0%
CB vs KIM
+65.6%
+177.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | +6.5% | +16.3% | -9.8% | +1.2% |
| 3M | +4.1% | +6.6% | -2.6% | +1.8% |
| 6M | +14.4% | +12.3% | +2.1% | +9.8% |
| YTD | +17.5% | +31.6% | -14.0% | +6.8% |
| 1Y | +27.5% | +31.5% | -4.0% | +15.9% |
| 3Y | +71.6% | +68.0% | +3.6% | +40.8% |
| 5Y | +100.6% | +38.7% | +61.9% | +72.8% |
| 10Y | +243.0% | +65.7% | +177.3% | +132.9% |
| All | +243.0% | +65.6% | +177.4% | +132.9% |
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