-35.3%
CLS vs KIM
+31.8%
-67.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +8.6% |
| 7D | -10.6% | +2.8% | -13.4% | -8.4% |
| 30D | -38.4% | +16.3% | -54.8% | -31.2% |
| 3M | -29.9% | +6.6% | -36.5% | -25.0% |
| 6M | -40.6% | +12.3% | -53.0% | -36.4% |
| YTD | -24.6% | +31.6% | -56.1% | -12.2% |
| All | -35.3% | +31.8% | -67.1% | -24.8% |
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