+1,142.1%
CCJ vs KIM
+1,222.3%
-80.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +3.7% | -1.0% | +4.7% | +4.0% |
| 30D | -13.7% | +14.8% | -28.5% | -17.5% |
| 3M | -24.7% | +8.1% | -32.9% | -26.7% |
| 6M | -38.1% | +11.7% | -49.8% | -40.6% |
| YTD | -18.8% | +30.7% | -49.5% | -25.9% |
| 1Y | -19.5% | +29.7% | -49.3% | -26.5% |
| 3Y | +75.9% | +65.1% | +10.8% | +46.6% |
| 5Y | +173.1% | +34.7% | +138.5% | +141.9% |
| 10Y | +813.5% | +64.1% | +749.4% | +591.9% |
| All | +1,142.1% | +1,222.3% | -80.2% | +409.2% |
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