+316.4%
CFG vs KIM
+107.4%
+209.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.9% | +4.1% | -5.0% | -3.3% |
| 30D | +1.1% | +16.8% | -15.7% | -8.2% |
| 3M | -12.0% | +5.7% | -17.7% | -15.1% |
| 6M | -2.2% | +9.7% | -11.9% | -7.9% |
| YTD | +11.4% | +30.2% | -18.8% | -5.8% |
| 1Y | +27.8% | +32.1% | -4.3% | +7.1% |
| 3Y | +173.3% | +58.6% | +114.7% | +104.4% |
| 5Y | +62.4% | +31.2% | +31.3% | +35.2% |
| 10Y | +249.6% | +66.7% | +182.9% | +103.4% |
| All | +316.4% | +107.4% | +209.0% | +114.2% |
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