+76.6%
CB vs KIM
+46.3%
+30.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -3.1% | -4.0% | +0.9% | -2.2% |
| 3M | +9.0% | +0.5% | +8.4% | +8.8% |
| 6M | +2.9% | +3.6% | -0.8% | +2.0% |
| YTD | +10.1% | +20.4% | -10.3% | +5.7% |
| 1Y | +22.8% | +9.7% | +13.1% | +20.1% |
| All | +76.6% | +46.3% | +30.3% | +67.2% |
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