-26.9%
CCL vs KIM
+9.4%
-36.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -4.4% | -1.0% | -3.4% | -3.8% |
| 30D | -18.2% | -1.1% | -17.1% | -17.6% |
| 3M | -17.7% | -5.3% | -12.4% | -15.0% |
| 6M | -13.0% | +3.9% | -16.9% | -15.6% |
| YTD | -24.5% | +20.3% | -44.8% | -30.9% |
| 1Y | -26.9% | +10.4% | -37.4% | -29.1% |
| All | -26.9% | +9.4% | -36.4% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling