+1,751.5%
CLS vs KIM
+65.6%
+1,685.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.4% |
| 7D | -10.6% | +2.8% | -13.4% | -11.7% |
| 30D | -38.4% | +16.3% | -54.8% | -42.6% |
| 3M | -29.9% | +6.6% | -36.5% | -32.2% |
| 6M | -40.6% | +12.3% | -53.0% | -44.5% |
| YTD | -24.6% | +31.6% | -56.1% | -34.4% |
| 1Y | -30.8% | +31.5% | -62.3% | -39.9% |
| 3Y | +811.7% | +68.0% | +743.7% | +598.0% |
| 5Y | +1,838.4% | +38.7% | +1,799.7% | +1,505.6% |
| 10Y | +1,751.5% | +65.7% | +1,685.8% | +1,115.3% |
| All | +1,751.5% | +65.6% | +1,685.9% | +1,115.3% |
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