+3,534.8%
CL vs KIM
+3,058.9%
+475.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -4.8% | -4.0% | -0.9% | -4.3% |
| 3M | +4.9% | +0.5% | +4.4% | +4.8% |
| 6M | -5.7% | +3.6% | -9.3% | -6.2% |
| YTD | +14.4% | +20.4% | -6.0% | +11.2% |
| 1Y | +8.7% | +9.7% | -1.0% | +7.2% |
| 3Y | +30.0% | +46.0% | -16.0% | +22.0% |
| 5Y | +28.4% | +34.4% | -6.1% | +20.8% |
| 10Y | +50.1% | +29.3% | +20.8% | +35.2% |
| All | +3,534.8% | +3,058.9% | +475.9% | +1,732.7% |
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 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