+2,466.0%
CLX vs KIM
+3,058.9%
-592.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -9.2% | +0.4% | -9.7% | -9.3% |
| 30D | -11.0% | -4.0% | -7.1% | -10.6% |
| 3M | +5.0% | +0.5% | +4.5% | +5.0% |
| 6M | -18.8% | +3.6% | -22.4% | -19.2% |
| YTD | -4.4% | +20.4% | -24.8% | -6.6% |
| 1Y | -21.9% | +9.7% | -31.6% | -22.8% |
| 3Y | -32.8% | +46.0% | -78.7% | -36.0% |
| 5Y | -34.6% | +34.4% | -69.0% | -37.5% |
| 10Y | -4.7% | +29.3% | -34.0% | -11.9% |
| All | +2,466.0% | +3,058.9% | -592.9% | +1,249.5% |
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