+95.2%
CNC vs KIM
+32.5%
+62.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | -1.0% | -3.0% | +2.0% | -0.3% |
| 3M | +4.5% | -8.9% | +13.4% | +6.7% |
| 6M | +85.2% | +2.4% | +82.8% | +83.8% |
| YTD | +61.4% | +18.3% | +43.1% | +54.7% |
| 1Y | +94.9% | +8.2% | +86.7% | +90.7% |
| 3Y | 0.0% | +44.0% | -44.0% | -9.9% |
| 5Y | +11.2% | +37.3% | -26.1% | +0.2% |
| All | +95.2% | +32.5% | +62.7% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling