+176.4%
CNC vs KIM
+63.6%
+112.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.6% | +14.1% | -12.5% | -1.3% |
| 3M | +7.9% | +6.0% | +1.9% | +6.5% |
| 6M | +21.2% | +13.2% | +7.9% | +17.7% |
| YTD | +73.2% | +30.4% | +42.8% | +62.7% |
| 1Y | +97.5% | +31.0% | +66.4% | +85.4% |
| 3Y | -1.2% | +67.6% | -68.8% | -13.5% |
| 5Y | -6.1% | +35.8% | -41.8% | -14.7% |
| All | +176.4% | +63.6% | +112.8% | +106.9% |
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