+60.4%
CFG vs KIM
+34.6%
+25.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +14.1% | -9.0% | -4.7% |
| 3M | -11.2% | +6.0% | -17.2% | -15.1% |
| 6M | +9.6% | +13.2% | -3.7% | -0.5% |
| YTD | +15.0% | +30.4% | -15.4% | -6.6% |
| 1Y | +29.9% | +31.0% | -1.2% | +5.0% |
| 3Y | +192.1% | +67.6% | +124.5% | +93.0% |
| All | +60.4% | +34.6% | +25.8% | +23.6% |
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 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