+471.5%
CF vs KIM
+63.9%
+407.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +10.4% | -1.0% | +11.4% | +10.7% |
| 30D | +7.6% | +14.8% | -7.2% | +1.8% |
| 3M | +5.2% | +8.1% | -3.0% | +1.8% |
| 6M | -0.1% | +11.7% | -11.7% | -4.9% |
| YTD | +61.7% | +30.7% | +30.9% | +43.7% |
| 1Y | +50.3% | +29.7% | +20.6% | +34.0% |
| 3Y | +66.0% | +65.1% | +0.9% | +30.7% |
| 5Y | +114.5% | +34.7% | +79.9% | +80.0% |
| 10Y | +471.5% | +64.1% | +407.4% | +267.3% |
| All | +471.5% | +63.9% | +407.7% | +267.3% |
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