-1.4%
CLX vs KIM
+29.7%
-31.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -4.9% | -1.0% | -4.0% | -4.9% |
| 30D | -15.8% | -1.1% | -14.7% | -15.7% |
| 3M | -7.9% | -5.3% | -2.6% | -7.6% |
| 6M | -19.0% | +3.9% | -23.0% | -19.3% |
| YTD | -7.9% | +20.3% | -28.2% | -9.1% |
| 1Y | -25.4% | +10.4% | -35.8% | -25.9% |
| 3Y | -35.0% | +46.3% | -81.3% | -36.5% |
| 5Y | -36.8% | +37.6% | -74.3% | -38.0% |
| 10Y | -1.4% | +34.5% | -35.9% | +8.5% |
| All | -1.4% | +29.7% | -31.1% | +8.5% |
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