+39.9%
CL vs KIM
+31.1%
+8.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +1.3% | +4.1% | -2.7% | +0.4% |
| 30D | +11.4% | +16.8% | -5.4% | +7.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.1% |
| 6M | +10.8% | +9.7% | +1.1% | +8.5% |
| YTD | +25.1% | +30.2% | -5.1% | +18.2% |
| 1Y | +28.0% | +32.1% | -4.1% | +20.6% |
| 3Y | +37.6% | +58.6% | -21.0% | +25.1% |
| All | +39.9% | +31.1% | +8.8% | +31.4% |
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 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