-41.0%
CCL vs KIM
+29.1%
-70.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.9% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -20.0% | -1.7% | -18.3% | -18.7% |
| 3M | -13.7% | -0.8% | -12.8% | -13.4% |
| 6M | -9.0% | +4.4% | -13.4% | -12.7% |
| YTD | -22.8% | +21.2% | -44.1% | -35.7% |
| 1Y | -25.3% | +10.5% | -35.9% | -32.5% |
| 3Y | +54.1% | +47.5% | +6.6% | +5.4% |
| 5Y | +3.5% | +37.1% | -33.6% | -22.4% |
| 10Y | -41.0% | +29.5% | -70.5% | -69.5% |
| All | -41.0% | +29.1% | -70.1% | -69.5% |
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