+349.2%
CG vs KIM
+30.7%
+318.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.5% |
| 7D | -1.3% | -0.3% | -0.9% | -1.1% |
| 30D | -3.2% | -1.7% | -1.5% | -2.4% |
| 3M | +6.2% | -0.8% | +7.0% | +6.3% |
| 6M | -4.7% | +4.4% | -9.1% | -7.0% |
| YTD | -20.6% | +21.2% | -41.9% | -28.1% |
| 1Y | -26.4% | +10.5% | -36.9% | -30.2% |
| 3Y | +55.4% | +47.5% | +7.9% | +29.4% |
| 5Y | +9.8% | +37.1% | -27.3% | -4.4% |
| All | +349.2% | +30.7% | +318.5% | +216.3% |
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