+1,099.7%
CCJ vs KIM
+29.7%
+1,070.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +4.2% | -1.0% | +5.1% | +4.4% |
| 30D | +3.2% | -1.1% | +4.3% | +3.4% |
| 3M | -1.8% | -5.3% | +3.5% | -0.7% |
| 6M | -13.5% | +3.9% | -17.5% | -14.7% |
| YTD | +9.7% | +20.3% | -10.5% | +4.0% |
| 1Y | +30.0% | +10.4% | +19.6% | +25.7% |
| 3Y | +172.6% | +46.3% | +126.3% | +141.1% |
| 5Y | +342.9% | +37.6% | +305.4% | +299.7% |
| 10Y | +1,099.7% | +34.5% | +1,065.3% | +951.7% |
| All | +1,099.7% | +29.7% | +1,070.0% | +951.7% |
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 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