+173.3%
CFG vs KIM
+57.8%
+115.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.9% | +4.1% | -5.0% | -3.5% |
| 30D | +1.1% | +16.8% | -15.7% | -9.3% |
| 3M | -12.0% | +5.7% | -17.7% | -15.4% |
| 6M | -2.2% | +9.7% | -11.9% | -8.7% |
| YTD | +11.4% | +30.2% | -18.8% | -8.6% |
| 1Y | +27.8% | +32.1% | -4.3% | +3.6% |
| 3Y | +173.3% | +58.6% | +114.7% | +89.0% |
| All | +173.3% | +57.8% | +115.5% | +89.0% |
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 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