+50.2%
CG vs KIM
+57.8%
-7.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.3% |
| 7D | -1.2% | +4.1% | -5.3% | -3.9% |
| 30D | +5.0% | +16.8% | -11.8% | -6.0% |
| 3M | -18.2% | +5.7% | -23.9% | -21.4% |
| 6M | -20.7% | +9.7% | -30.4% | -26.5% |
| YTD | -31.4% | +30.2% | -61.6% | -44.7% |
| 1Y | -22.3% | +32.1% | -54.4% | -38.1% |
| 3Y | +50.2% | +58.6% | -8.4% | +7.9% |
| All | +50.2% | +57.8% | -7.7% | +7.9% |
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