-33.6%
CLX vs KIM
+47.7%
-81.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.8% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | -11.9% | -1.7% | -10.2% | -11.4% |
| 3M | -2.6% | -0.8% | -1.8% | -2.4% |
| 6M | -18.2% | +4.4% | -22.6% | -19.2% |
| YTD | -5.9% | +21.2% | -27.1% | -10.9% |
| 1Y | -23.8% | +10.5% | -34.4% | -26.2% |
| 3Y | -33.6% | +47.5% | -81.1% | -40.0% |
| All | -33.6% | +47.7% | -81.3% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling