+1.4%
CCL vs KIM
+34.4%
-33.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -5.0% | +0.4% | -5.5% | -5.5% |
| 30D | -20.3% | -4.0% | -16.4% | -17.2% |
| 3M | -15.1% | +0.5% | -15.7% | -16.1% |
| 6M | -15.1% | +3.6% | -18.7% | -18.3% |
| YTD | -21.8% | +20.4% | -42.2% | -35.3% |
| 1Y | -24.8% | +9.7% | -34.5% | -32.0% |
| 3Y | +51.9% | +46.0% | +5.9% | -0.1% |
| All | +1.4% | +34.4% | -33.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling