+30.3%
CLX vs KIM
+63.0%
-32.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +8.5% | -0.7% | +9.2% | +8.6% |
| 30D | +30.0% | +13.4% | +16.6% | +28.7% |
| 3M | +3.8% | +6.5% | -2.7% | +3.3% |
| 6M | +24.6% | +10.6% | +14.0% | +23.7% |
| YTD | +12.8% | +29.9% | -17.2% | +10.7% |
| 1Y | +8.6% | +29.6% | -21.0% | +6.7% |
| 3Y | -8.6% | +64.1% | -72.7% | -11.3% |
| 5Y | -21.8% | +35.3% | -57.0% | -23.7% |
| All | +30.3% | +63.0% | -32.8% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling