+61.5%
CF vs KIM
+57.8%
+3.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -3.2% | +4.1% | -7.2% | -3.5% |
| 30D | +4.3% | +16.8% | -12.5% | +3.0% |
| 3M | +2.8% | +5.7% | -2.9% | +2.3% |
| 6M | +0.6% | +9.7% | -9.1% | -0.3% |
| YTD | +56.6% | +30.2% | +26.4% | +50.4% |
| 1Y | +49.6% | +32.1% | +17.5% | +43.3% |
| 3Y | +61.5% | +58.6% | +2.9% | +51.9% |
| All | +61.5% | +57.8% | +3.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling