+3,231.7%
CLS vs KIM
+629.5%
+2,602.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.6% | +0.4% | +4.2% | +4.3% |
| 30D | -13.9% | -4.0% | -9.9% | -12.4% |
| 3M | -26.6% | +0.5% | -27.1% | -27.3% |
| 6M | +15.4% | +3.6% | +11.8% | +12.9% |
| YTD | +5.7% | +20.4% | -14.8% | -3.1% |
| 1Y | +41.1% | +9.7% | +31.4% | +33.9% |
| 3Y | +1,228.6% | +46.0% | +1,182.6% | +1,007.6% |
| 5Y | +3,240.6% | +34.4% | +3,206.2% | +2,774.0% |
| 10Y | +2,760.3% | +29.3% | +2,731.0% | +2,180.8% |
| All | +3,231.7% | +629.5% | +2,602.2% | +741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling