+27.8%
CB vs KIM
+31.2%
-3.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | +7.3% | +14.8% | -7.5% | +1.9% |
| 3M | +7.0% | +8.1% | -1.1% | +3.6% |
| 6M | +16.3% | +11.7% | +4.7% | +11.5% |
| YTD | +19.7% | +30.7% | -11.0% | +8.6% |
| 1Y | +27.8% | +29.7% | -1.9% | +15.9% |
| All | +27.8% | +31.2% | -3.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling