+29.3%
CLBK vs KIM
+36.8%
-7.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | +5.0% | +14.8% | -9.8% | -1.8% |
| 3M | +3.3% | +8.1% | -4.9% | -0.7% |
| 6M | +29.6% | +11.7% | +17.9% | +22.5% |
| YTD | +62.1% | +30.7% | +31.4% | +41.7% |
| 1Y | +64.3% | +29.7% | +34.6% | +44.2% |
| 3Y | +55.6% | +65.1% | -9.5% | +23.6% |
| 5Y | +29.3% | +34.7% | -5.4% | +7.1% |
| All | +29.3% | +36.8% | -7.5% | +7.1% |
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