+1,761.1%
CLS vs KIM
+64.9%
+1,696.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -13.9% | +2.8% | -16.6% | -14.9% |
| 30D | -38.2% | +15.9% | -54.1% | -42.3% |
| 3M | -28.8% | +7.8% | -36.6% | -31.5% |
| 6M | -40.4% | +11.9% | -52.3% | -44.1% |
| YTD | -24.3% | +31.0% | -55.3% | -34.0% |
| 1Y | -35.0% | +32.3% | -67.4% | -43.7% |
| 3Y | +778.7% | +65.5% | +713.2% | +577.1% |
| 5Y | +1,884.8% | +37.2% | +1,847.6% | +1,551.4% |
| 10Y | +1,761.1% | +63.9% | +1,697.2% | +1,130.7% |
| All | +1,761.1% | +64.9% | +1,696.2% | +1,130.7% |
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