+885.0%
CCL vs KIM
+3,337.3%
-2,452.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +5.8% | +2.8% | +3.0% | +4.3% |
| 30D | +17.3% | +15.9% | +1.4% | +7.9% |
| 3M | +11.3% | +7.8% | +3.6% | +6.7% |
| 6M | +18.5% | +11.9% | +6.6% | +11.0% |
| YTD | +2.8% | +31.0% | -28.2% | -12.0% |
| 1Y | +16.7% | +32.3% | -15.6% | -0.7% |
| 3Y | +146.0% | +65.5% | +80.6% | +84.9% |
| 5Y | +33.6% | +37.2% | -3.6% | +15.1% |
| 10Y | -29.4% | +63.9% | -93.4% | -44.6% |
| All | +885.0% | +3,337.3% | -2,452.3% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling