+4,872.3%
CNC vs KIM
+417.6%
+4,454.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +7.9% | +6.0% | +1.9% | +6.3% |
| 6M | +21.2% | +13.2% | +7.9% | +17.1% |
| YTD | +73.2% | +30.4% | +42.8% | +61.0% |
| 1Y | +97.5% | +31.0% | +66.4% | +83.4% |
| 3Y | -1.2% | +67.6% | -68.8% | -15.3% |
| 5Y | -6.1% | +35.8% | -41.8% | -16.1% |
| 10Y | +181.3% | +63.7% | +117.6% | +119.3% |
| All | +4,872.3% | +417.6% | +4,454.7% | +1,965.7% |
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