+5,306.2%
CGNX vs KIM
+3,017.4%
+2,288.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +2.0% |
| 30D | -1.8% | -1.7% | -0.1% | -1.2% |
| 3M | +5.3% | -7.1% | +12.4% | +7.7% |
| 6M | +22.3% | +2.9% | +19.4% | +20.5% |
| YTD | +72.2% | +18.8% | +53.3% | +61.0% |
| 1Y | +39.8% | +9.4% | +30.4% | +34.8% |
| 3Y | +44.8% | +44.6% | +0.2% | +25.8% |
| 5Y | -27.0% | +37.9% | -65.0% | -35.9% |
| 10Y | +177.7% | +32.9% | +144.8% | +121.9% |
| All | +5,306.2% | +3,017.4% | +2,288.8% | +2,824.0% |
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 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