+7,131.2%
CB vs KIM
+1,892.8%
+5,238.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.2% | +4.1% | -3.8% | -1.1% |
| 30D | +9.1% | +16.8% | -7.7% | +3.4% |
| 3M | +3.4% | +5.7% | -2.3% | +1.4% |
| 6M | +14.1% | +9.7% | +4.4% | +10.3% |
| YTD | +18.0% | +30.2% | -12.2% | +7.4% |
| 1Y | +30.1% | +32.1% | -2.0% | +17.8% |
| 3Y | +71.8% | +58.6% | +13.2% | +43.4% |
| 5Y | +101.8% | +31.2% | +70.7% | +76.6% |
| 10Y | +252.1% | +66.7% | +185.5% | +158.4% |
| All | +7,131.2% | +1,892.8% | +5,238.4% | +1,795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling