+4,405.6%
CNC vs KIM
+381.4%
+4,024.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | -0.7% | -0.8% | +0.1% | -0.6% |
| 6M | +47.9% | +4.4% | +43.5% | +46.0% |
| YTD | +56.9% | +21.2% | +35.7% | +48.6% |
| 1Y | +123.9% | +10.5% | +113.4% | +117.3% |
| 3Y | -1.3% | +47.5% | -48.8% | -12.8% |
| 5Y | +2.8% | +37.1% | -34.3% | -8.6% |
| 10Y | +90.9% | +29.5% | +61.4% | +58.8% |
| All | +4,405.6% | +381.4% | +4,024.2% | +1,807.0% |
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