+62.8%
CLBK vs KIM
+189.2%
-126.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.9% | +2.8% | +0.1% | +1.9% |
| 30D | +5.4% | +15.9% | -10.5% | 0.0% |
| 3M | +5.8% | +7.8% | -2.0% | +2.9% |
| 6M | +28.9% | +11.9% | +17.0% | +23.6% |
| YTD | +61.8% | +31.0% | +30.8% | +46.7% |
| 1Y | +63.1% | +32.3% | +30.8% | +47.4% |
| 3Y | +55.3% | +65.5% | -10.1% | +30.9% |
| 5Y | +28.0% | +37.2% | -9.2% | +12.2% |
| All | +62.8% | +189.2% | -126.4% | +18.1% |
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 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