+639.7%
CEG vs KIM
+18.4%
+621.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +11.0% | -1.7% | +12.7% | +11.7% |
| 3M | +19.5% | -0.8% | +20.3% | +19.5% |
| 6M | -5.9% | +4.4% | -10.3% | -7.6% |
| YTD | -15.0% | +21.2% | -36.2% | -21.2% |
| 1Y | +0.6% | +10.5% | -9.9% | -3.5% |
| 3Y | +180.6% | +47.5% | +133.1% | +130.7% |
| All | +639.7% | +18.4% | +621.3% | +564.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling