+577.4%
CF vs KIM
+29.2%
+548.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +14.8% | -4.0% | +18.8% | +16.6% |
| 3M | +14.1% | +0.5% | +13.5% | +13.4% |
| 6M | +28.5% | +3.6% | +24.9% | +25.8% |
| YTD | +74.9% | +20.4% | +54.5% | +60.9% |
| 1Y | +61.7% | +9.7% | +52.0% | +54.2% |
| 3Y | +80.3% | +46.0% | +34.3% | +49.0% |
| 5Y | +226.0% | +34.4% | +191.5% | +172.6% |
| All | +577.4% | +29.2% | +548.2% | +406.6% |
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 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