+19.6%
CCI vs KIM
+33.1%
-13.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | +0.3% | -1.7% | +2.0% | +0.8% |
| 3M | -20.0% | -7.1% | -12.8% | -18.3% |
| 6M | -14.5% | +2.9% | -17.4% | -15.2% |
| YTD | -14.9% | +18.8% | -33.7% | -18.9% |
| 1Y | -17.7% | +9.4% | -27.1% | -19.8% |
| 3Y | -12.4% | +44.6% | -56.9% | -21.2% |
| 5Y | -50.1% | +37.9% | -88.1% | -54.7% |
| All | +19.6% | +33.1% | -13.5% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling