+1,583.6%
CCJ vs KIM
+1,118.0%
+465.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +6.9% | -4.0% | +10.8% | +8.2% |
| 3M | -11.6% | +0.5% | -12.2% | -12.2% |
| 6M | -16.2% | +3.6% | -19.8% | -17.5% |
| YTD | +10.1% | +20.4% | -10.3% | +3.2% |
| 1Y | +32.3% | +9.7% | +22.6% | +27.2% |
| 3Y | +171.3% | +46.0% | +125.3% | +134.9% |
| 5Y | +372.4% | +34.4% | +337.9% | +319.2% |
| 10Y | +1,070.0% | +29.3% | +1,040.7% | +857.6% |
| All | +1,583.6% | +1,118.0% | +465.6% | +609.1% |
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