+2,882.0%
CLX vs KIM
+3,337.3%
-455.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +13.6% | +2.8% | +10.9% | +13.3% |
| 30D | +29.1% | +15.9% | +13.2% | +26.7% |
| 3M | +1.6% | +7.8% | -6.2% | +0.7% |
| 6M | +18.7% | +11.9% | +6.8% | +17.1% |
| YTD | +11.1% | +31.0% | -19.9% | +7.5% |
| 1Y | +7.0% | +32.3% | -25.3% | +3.4% |
| 3Y | -10.0% | +65.5% | -75.5% | -15.6% |
| 5Y | -22.6% | +37.2% | -59.9% | -26.3% |
| 10Y | +29.3% | +63.9% | -34.6% | +15.9% |
| All | +2,882.0% | +3,337.3% | -455.3% | +1,452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling