-26.9%
CLX vs KIM
+31.1%
-58.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +13.6% | +4.1% | +9.5% | +12.3% |
| 30D | +23.4% | +16.8% | +6.6% | +18.2% |
| 3M | -2.8% | +5.7% | -8.5% | -4.4% |
| 6M | +14.0% | +9.7% | +4.3% | +11.0% |
| YTD | +4.2% | +30.2% | -26.1% | -2.8% |
| 1Y | -1.2% | +32.1% | -33.3% | -8.1% |
| 3Y | -12.7% | +58.6% | -71.3% | -22.7% |
| All | -26.9% | +31.1% | -58.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling