+35.1%
CLS vs KIM
+10.5%
+24.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +6.0% |
| 7D | +12.8% | -0.3% | +13.1% | +12.6% |
| 30D | +3.8% | -1.7% | +5.5% | +2.9% |
| 3M | -14.6% | -0.8% | -13.8% | -15.4% |
| 6M | +32.2% | +4.4% | +27.8% | +31.5% |
| YTD | +11.6% | +21.2% | -9.6% | +22.1% |
| 1Y | +35.1% | +10.5% | +24.5% | +39.6% |
| All | +35.1% | +10.5% | +24.6% | +39.6% |
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