+30.0%
CL vs KIM
+34.4%
-4.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -4.8% | -4.0% | -0.9% | -4.0% |
| 3M | +4.9% | +0.5% | +4.4% | +4.8% |
| 6M | -5.7% | +3.6% | -9.3% | -6.4% |
| YTD | +14.4% | +20.4% | -6.0% | +10.1% |
| 1Y | +8.7% | +9.7% | -1.0% | +6.5% |
| 3Y | +30.0% | +46.0% | -16.0% | +20.4% |
| All | +30.0% | +34.4% | -4.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling