+103.2%
CB vs KIM
+31.1%
+72.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.2% | +4.1% | -3.8% | -1.0% |
| 30D | +9.1% | +16.8% | -7.7% | +4.1% |
| 3M | +3.4% | +5.7% | -2.3% | +1.6% |
| 6M | +14.1% | +9.7% | +4.4% | +10.8% |
| YTD | +18.0% | +30.2% | -12.2% | +8.9% |
| 1Y | +30.1% | +32.1% | -2.0% | +19.5% |
| 3Y | +71.8% | +58.6% | +13.2% | +46.8% |
| All | +103.2% | +31.1% | +72.1% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling