-17.9%
CLS vs KIM
+30.6%
-48.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.1% |
| 7D | +16.3% | +0.1% | +16.2% | +16.4% |
| 30D | -25.7% | +14.1% | -39.8% | -17.6% |
| 3M | -30.9% | +6.0% | -36.9% | -26.2% |
| 6M | -35.5% | +13.2% | -48.7% | -31.0% |
| YTD | -18.7% | +30.4% | -49.1% | -3.8% |
| 1Y | -17.9% | +31.0% | -48.9% | -2.3% |
| All | -17.9% | +30.6% | -48.5% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling