+179.9%
CCJ vs KIM
+39.0%
+140.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +0.4% | +2.8% | -2.3% | -0.6% |
| 30D | -17.2% | +15.9% | -33.1% | -21.9% |
| 3M | -25.1% | +7.8% | -32.9% | -27.3% |
| 6M | -37.6% | +11.9% | -49.5% | -40.7% |
| YTD | -20.4% | +31.0% | -51.4% | -29.5% |
| 1Y | -22.5% | +32.3% | -54.9% | -31.8% |
| 3Y | +72.5% | +65.5% | +7.0% | +29.5% |
| 5Y | +179.9% | +37.2% | +142.7% | +126.4% |
| All | +179.9% | +39.0% | +140.9% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling