+122.4%
CF vs KIM
+31.2%
+91.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.4% |
| 7D | +0.4% | +5.0% | -4.5% | -0.9% |
| 30D | +2.2% | +15.8% | -13.6% | -1.6% |
| 3M | +2.1% | +4.3% | -2.2% | +0.9% |
| 6M | -6.5% | +11.4% | -17.9% | -9.5% |
| YTD | +55.6% | +30.8% | +24.8% | +43.0% |
| 1Y | +42.3% | +31.4% | +10.9% | +30.6% |
| 3Y | +55.7% | +57.7% | -1.9% | +31.6% |
| 5Y | +122.4% | +31.7% | +90.7% | +93.0% |
| All | +122.4% | +31.2% | +91.2% | +93.0% |
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