-34.0%
CCL vs KIM
+63.6%
-97.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +13.1% | +14.1% | -1.0% | +0.3% |
| 3M | +3.4% | +6.0% | -2.6% | -2.0% |
| 6M | +18.7% | +13.2% | +5.5% | +5.5% |
| YTD | -2.3% | +30.4% | -32.6% | -23.9% |
| 1Y | +14.2% | +31.0% | -16.8% | -11.6% |
| 3Y | +133.6% | +67.6% | +65.9% | +41.9% |
| 5Y | +33.5% | +35.8% | -2.3% | +1.1% |
| All | -34.0% | +63.6% | -97.6% | -69.7% |
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