+67.4%
CLBK vs KIM
+165.8%
-98.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +9.1% | -4.0% | +13.1% | +10.7% |
| 3M | +27.7% | +0.5% | +27.1% | +27.3% |
| 6M | +40.8% | +3.6% | +37.2% | +38.9% |
| YTD | +66.4% | +20.4% | +46.0% | +55.5% |
| 1Y | +72.4% | +9.7% | +62.7% | +66.5% |
| 3Y | +50.7% | +46.0% | +4.7% | +32.4% |
| 5Y | +42.9% | +34.4% | +8.5% | +26.5% |
| All | +67.4% | +165.8% | -98.4% | +25.2% |
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