+42.0%
CLBK vs KIM
+37.3%
+4.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | +6.7% | -1.1% | +7.8% | +7.2% |
| 3M | +21.2% | -5.3% | +26.5% | +24.1% |
| 6M | +42.0% | +3.9% | +38.0% | +39.0% |
| YTD | +63.3% | +20.3% | +43.0% | +49.0% |
| 1Y | +65.4% | +10.4% | +54.9% | +57.1% |
| 3Y | +52.5% | +46.3% | +6.2% | +28.3% |
| 5Y | +42.0% | +37.6% | +4.4% | +18.8% |
| All | +42.0% | +37.3% | +4.7% | +18.8% |
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