+274.8%
CG vs KIM
+63.6%
+211.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +11.2% | +14.1% | -2.9% | +4.5% |
| 3M | -22.1% | +6.0% | -28.1% | -24.2% |
| 6M | -17.9% | +13.2% | -31.2% | -22.9% |
| YTD | -31.3% | +30.4% | -61.7% | -39.8% |
| 1Y | -24.0% | +31.0% | -55.0% | -33.6% |
| 3Y | +45.0% | +67.6% | -22.7% | +14.0% |
| 5Y | -22.6% | +35.8% | -58.4% | -32.8% |
| All | +274.8% | +63.6% | +211.3% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling