+84.9%
CL vs KIM
+64.9%
+19.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | +2.8% | -0.2% | +2.2% |
| 30D | +11.8% | +15.9% | -4.1% | +9.3% |
| 3M | +5.9% | +7.8% | -1.9% | +4.7% |
| 6M | +13.3% | +11.9% | +1.4% | +11.4% |
| YTD | +27.1% | +31.0% | -3.9% | +22.1% |
| 1Y | +28.0% | +32.3% | -4.3% | +22.7% |
| 3Y | +39.4% | +65.5% | -26.1% | +29.1% |
| 5Y | +40.8% | +37.2% | +3.5% | +32.6% |
| 10Y | +84.9% | +63.9% | +21.0% | +72.4% |
| All | +84.9% | +64.9% | +19.9% | +72.4% |
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