+299.6%
CG vs KIM
+154.9%
+144.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +2.0% | +2.8% | -0.8% | +0.7% |
| 30D | +8.5% | +15.9% | -7.3% | +1.3% |
| 3M | -12.1% | +7.8% | -19.9% | -15.1% |
| 6M | -16.4% | +11.9% | -28.3% | -21.0% |
| YTD | -28.0% | +31.0% | -59.0% | -37.0% |
| 1Y | -18.9% | +32.3% | -51.2% | -29.4% |
| 3Y | +51.2% | +65.5% | -14.2% | +19.6% |
| 5Y | -15.9% | +37.2% | -53.1% | -27.1% |
| 10Y | +305.9% | +63.9% | +242.0% | +195.6% |
| All | +299.6% | +154.9% | +144.8% | +129.3% |
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 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