+9.2%
CNH vs KIM
+57.8%
-48.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -1.7% | +4.1% | -5.8% | -4.1% |
| 30D | -7.2% | +16.8% | -24.0% | -15.6% |
| 3M | +6.5% | +5.7% | +0.8% | +2.9% |
| 6M | +7.9% | +9.7% | -1.8% | +1.4% |
| YTD | +26.6% | +30.2% | -3.6% | +6.7% |
| 1Y | +13.8% | +32.1% | -18.3% | -5.1% |
| 3Y | +9.2% | +58.6% | -49.4% | -21.5% |
| All | +9.2% | +57.8% | -48.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling