+3,542.1%
CLS vs KIM
+37.7%
+3,504.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.3% |
| 7D | +12.8% | -0.3% | +13.1% | +12.9% |
| 30D | +3.8% | -1.7% | +5.5% | +4.6% |
| 3M | -14.6% | -0.8% | -13.8% | -15.1% |
| 6M | +32.2% | +4.4% | +27.8% | +27.8% |
| YTD | +11.6% | +21.2% | -9.6% | -0.9% |
| 1Y | +35.1% | +10.5% | +24.5% | +25.7% |
| 3Y | +1,312.5% | +47.5% | +1,265.0% | +978.5% |
| 5Y | +3,542.1% | +37.1% | +3,505.0% | +2,679.8% |
| All | +3,542.1% | +37.7% | +3,504.3% | +2,679.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling