+518.2%
CEG vs KIM
+27.1%
+491.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | +4.1% | -8.8% | -6.2% |
| 30D | -16.6% | +16.8% | -33.4% | -21.5% |
| 3M | -4.1% | +5.7% | -9.8% | -6.3% |
| 6M | -22.3% | +9.7% | -32.0% | -25.3% |
| YTD | -28.9% | +30.2% | -59.2% | -36.0% |
| 1Y | -28.5% | +32.1% | -60.6% | -36.1% |
| 3Y | +104.3% | +58.6% | +45.7% | +63.4% |
| All | +518.2% | +27.1% | +491.1% | +439.6% |
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