+732.7%
CLS vs KIM
+57.8%
+674.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | +4.1% | -26.2% | -22.6% |
| 30D | -44.4% | +16.8% | -61.2% | -46.0% |
| 3M | -34.3% | +5.7% | -40.0% | -34.8% |
| 6M | -50.1% | +9.7% | -59.7% | -51.4% |
| YTD | -30.1% | +30.2% | -60.3% | -36.2% |
| 1Y | -39.3% | +32.1% | -71.5% | -45.0% |
| 3Y | +732.7% | +58.6% | +674.1% | +600.6% |
| All | +732.7% | +57.8% | +674.9% | +600.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling