+1,090.4%
CCI vs KIM
+739.9%
+350.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +3.2% | +2.8% | +0.4% | +2.3% |
| 30D | +12.2% | +15.9% | -3.7% | +6.6% |
| 3M | +23.1% | +7.8% | +15.4% | +19.9% |
| 6M | +1.3% | +11.9% | -10.6% | -2.7% |
| YTD | +4.5% | +31.0% | -26.6% | -5.0% |
| 1Y | +2.3% | +32.3% | -30.0% | -7.3% |
| 3Y | +9.8% | +65.5% | -55.7% | -8.5% |
| 5Y | -36.5% | +37.2% | -73.7% | -44.0% |
| 10Y | +64.7% | +63.9% | +0.8% | +21.5% |
| All | +1,090.4% | +739.9% | +350.6% | +112.8% |
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