-25.9%
CCJ vs KIM
+33.1%
-59.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -0.2% |
| 7D | -14.5% | +10.6% | -25.1% | -12.2% |
| 30D | -18.1% | +17.5% | -35.5% | -14.6% |
| 3M | -23.0% | +4.7% | -27.7% | -22.1% |
| 6M | -39.4% | +13.1% | -52.5% | -37.8% |
| YTD | -21.7% | +32.1% | -53.7% | -13.5% |
| 1Y | -25.9% | +32.7% | -58.6% | -18.4% |
| All | -25.9% | +33.1% | -59.0% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling