+3,038.3%
CLS vs KIM
+29.7%
+3,008.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +20.1% | -1.0% | +21.1% | +20.6% |
| 30D | +6.0% | -1.1% | +7.1% | +6.5% |
| 3M | -10.3% | -5.3% | -5.0% | -8.7% |
| 6M | +24.5% | +3.9% | +20.6% | +21.4% |
| YTD | +12.9% | +20.3% | -7.4% | +2.7% |
| 1Y | +36.7% | +10.4% | +26.2% | +28.7% |
| 3Y | +1,328.1% | +46.3% | +1,281.8% | +1,066.8% |
| 5Y | +3,682.3% | +37.6% | +3,644.7% | +3,071.9% |
| 10Y | +3,038.3% | +34.5% | +3,003.8% | +2,044.4% |
| All | +3,038.3% | +29.7% | +3,008.6% | +2,044.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling