-17.5%
CLF vs KIM
+46.3%
-63.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | +0.4% | +7.2% | +7.3% |
| 30D | -1.2% | -4.0% | +2.8% | +1.2% |
| 3M | -13.4% | +0.5% | -13.9% | -14.6% |
| 6M | +15.4% | +3.6% | +11.8% | +11.8% |
| YTD | -5.9% | +20.4% | -26.3% | -17.5% |
| 1Y | +18.8% | +9.7% | +9.1% | +10.6% |
| All | -17.5% | +46.3% | -63.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling