+895.8%
CCI vs KIM
+671.8%
+224.0%
-97.5%
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% | -1.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | +2.7% | -4.0% | +6.7% | +4.1% |
| 3M | -18.2% | +0.5% | -18.8% | -18.4% |
| 6M | -14.8% | +3.6% | -18.4% | -15.9% |
| YTD | -12.6% | +20.4% | -33.0% | -18.1% |
| 1Y | -16.7% | +9.7% | -26.4% | -19.5% |
| 3Y | -10.5% | +46.0% | -56.5% | -22.1% |
| 5Y | -51.4% | +34.4% | -85.9% | -56.9% |
| 10Y | +20.0% | +29.3% | -9.3% | -3.4% |
| All | +895.8% | +671.8% | +224.0% | +83.4% |
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 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