+76.3%
CL vs KIM
+65.6%
+10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +0.5% | +2.8% | -2.3% | +0.1% |
| 30D | +11.6% | +16.3% | -4.7% | +9.0% |
| 3M | +5.6% | +6.6% | -1.0% | +4.6% |
| 6M | +13.2% | +12.3% | +0.8% | +11.2% |
| YTD | +26.9% | +31.6% | -4.6% | +21.8% |
| 1Y | +27.3% | +31.5% | -4.2% | +22.2% |
| 3Y | +39.7% | +68.0% | -28.3% | +29.1% |
| 5Y | +41.3% | +38.7% | +2.6% | +32.9% |
| 10Y | +76.3% | +65.7% | +10.6% | +62.4% |
| All | +76.3% | +65.6% | +10.7% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling