+99.7%
CLF vs KIM
+64.5%
+35.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -19.6% | +4.1% | -23.7% | -21.6% |
| 30D | -5.0% | +16.8% | -21.8% | -14.0% |
| 3M | -6.3% | +5.7% | -12.0% | -10.2% |
| 6M | +2.8% | +9.7% | -6.9% | -4.2% |
| YTD | -13.7% | +30.2% | -43.9% | -27.7% |
| 1Y | +13.6% | +32.1% | -18.5% | -5.8% |
| 3Y | -34.0% | +58.6% | -92.6% | -51.4% |
| 5Y | -48.7% | +31.2% | -79.9% | -58.0% |
| All | +99.7% | +64.5% | +35.2% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling