+883.1%
CCL vs KIM
+3,329.3%
-2,446.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.5% | -1.0% | -0.5% | -0.9% |
| 30D | +16.5% | +14.8% | +1.7% | +7.7% |
| 3M | +11.2% | +8.1% | +3.1% | +6.4% |
| 6M | +22.6% | +11.7% | +10.9% | +15.0% |
| YTD | +2.6% | +30.7% | -28.1% | -12.1% |
| 1Y | +17.0% | +29.7% | -12.8% | +0.6% |
| 3Y | +145.5% | +65.1% | +80.5% | +84.8% |
| 5Y | +36.1% | +34.7% | +1.5% | +18.4% |
| 10Y | -29.4% | +64.1% | -93.5% | -44.6% |
| All | +883.1% | +3,329.3% | -2,446.2% | +140.3% |
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