+5,294.5%
CF vs KIM
+127.0%
+5,167.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | +0.4% | +5.0% | -4.5% | -1.5% |
| 30D | +2.2% | +15.8% | -13.6% | -3.3% |
| 3M | +2.1% | +4.3% | -2.2% | +0.3% |
| 6M | -6.5% | +11.4% | -17.9% | -10.7% |
| YTD | +55.6% | +30.8% | +24.8% | +39.4% |
| 1Y | +42.3% | +31.4% | +10.9% | +27.2% |
| 3Y | +55.7% | +57.7% | -1.9% | +27.4% |
| 5Y | +122.4% | +31.7% | +90.7% | +90.9% |
| 10Y | +568.5% | +67.4% | +501.2% | +383.4% |
| All | +5,294.5% | +127.0% | +5,167.5% | +2,453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling