+11.8%
CG vs KIM
+34.4%
-22.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -4.3% | +0.4% | -4.7% | -4.7% |
| 30D | -5.1% | -4.0% | -1.1% | -2.1% |
| 3M | +8.7% | +0.5% | +8.1% | +7.4% |
| 6M | -9.2% | +3.6% | -12.8% | -12.6% |
| YTD | -18.9% | +20.4% | -39.3% | -31.2% |
| 1Y | -25.6% | +9.7% | -35.3% | -31.9% |
| 3Y | +57.3% | +46.0% | +11.3% | +12.8% |
| All | +11.8% | +34.4% | -22.7% | -12.0% |
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