+146.4%
CCL vs KIM
+57.8%
+88.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +3.1% | +4.1% | -1.0% | +0.2% |
| 30D | +13.7% | +16.8% | -3.1% | +0.9% |
| 3M | +3.8% | +5.7% | -1.9% | -0.4% |
| 6M | +9.3% | +9.7% | -0.4% | +1.3% |
| YTD | -1.1% | +30.2% | -31.3% | -19.9% |
| 1Y | +14.6% | +32.1% | -17.6% | -8.5% |
| 3Y | +146.4% | +58.6% | +87.8% | +70.1% |
| All | +146.4% | +57.8% | +88.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling