+350.2%
CG vs KIM
+134.2%
+215.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -4.3% | +0.4% | -4.7% | -4.6% |
| 30D | -5.1% | -4.0% | -1.1% | -3.3% |
| 3M | +8.7% | +0.5% | +8.1% | +8.0% |
| 6M | -9.2% | +3.6% | -12.8% | -11.1% |
| YTD | -18.9% | +20.4% | -39.3% | -26.3% |
| 1Y | -25.6% | +9.7% | -35.3% | -29.3% |
| 3Y | +57.3% | +46.0% | +11.3% | +31.5% |
| 5Y | +10.2% | +34.4% | -24.3% | -3.4% |
| 10Y | +364.2% | +29.3% | +334.9% | +276.4% |
| All | +350.2% | +134.2% | +215.9% | +168.5% |
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