+6,646.7%
CB vs KIM
+1,742.8%
+4,903.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -3.1% | -4.0% | +0.9% | -1.8% |
| 3M | +9.0% | +0.5% | +8.4% | +8.7% |
| 6M | +2.9% | +3.6% | -0.8% | +1.4% |
| YTD | +10.1% | +20.4% | -10.3% | +3.0% |
| 1Y | +22.8% | +9.7% | +13.1% | +18.5% |
| 3Y | +73.8% | +46.0% | +27.8% | +49.0% |
| 5Y | +99.2% | +34.4% | +64.7% | +72.4% |
| 10Y | +218.2% | +29.3% | +188.9% | +154.7% |
| All | +6,646.7% | +1,742.8% | +4,903.8% | +1,717.7% |
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