+5.9%
CLX vs KIM
+31.8%
-25.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +4.9% |
| 7D | +17.4% | +2.8% | +14.6% | +15.3% |
| 30D | +27.8% | +16.3% | +11.4% | +16.2% |
| 3M | +3.0% | +6.6% | -3.6% | -1.6% |
| 6M | +17.5% | +12.3% | +5.2% | +8.0% |
| YTD | +10.0% | +31.6% | -21.6% | -9.1% |
| All | +5.9% | +31.8% | -25.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling