+294.1%
CG vs KIM
+154.3%
+139.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.8% | -1.0% | -2.8% | -3.3% |
| 30D | +7.5% | +14.8% | -7.3% | +0.8% |
| 3M | -14.4% | +8.1% | -22.5% | -17.4% |
| 6M | -15.7% | +11.7% | -27.3% | -20.2% |
| YTD | -29.0% | +30.7% | -59.7% | -37.8% |
| 1Y | -22.1% | +29.7% | -51.8% | -31.6% |
| 3Y | +49.1% | +65.1% | -15.9% | +18.1% |
| 5Y | -18.4% | +34.7% | -53.0% | -28.8% |
| 10Y | +295.1% | +64.1% | +231.0% | +187.5% |
| All | +294.1% | +154.3% | +139.8% | +126.4% |
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