+160.7%
CNH vs KIM
+29.7%
+131.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +1.8% | -1.0% | +2.8% | +2.2% |
| 30D | +32.6% | -1.1% | +33.7% | +33.2% |
| 3M | +29.4% | -5.3% | +34.7% | +32.4% |
| 6M | +26.0% | +3.9% | +22.1% | +23.5% |
| YTD | +52.2% | +20.3% | +31.9% | +39.7% |
| 1Y | +23.9% | +10.4% | +13.4% | +18.0% |
| 3Y | +10.1% | +46.3% | -36.2% | -7.7% |
| 5Y | +13.2% | +37.6% | -24.4% | -3.1% |
| 10Y | +160.7% | +34.5% | +126.2% | +96.4% |
| All | +160.7% | +29.7% | +131.0% | +96.4% |
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