+13.1%
CNH vs KIM
+34.4%
-21.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | +0.4% | +22.9% | +23.0% |
| 30D | +33.5% | -4.0% | +37.4% | +36.8% |
| 3M | +32.7% | +0.5% | +32.2% | +31.8% |
| 6M | +22.2% | +3.6% | +18.6% | +19.0% |
| YTD | +57.7% | +20.4% | +37.3% | +39.8% |
| 1Y | +28.0% | +9.7% | +18.3% | +20.0% |
| 3Y | +11.5% | +46.0% | -34.5% | -13.6% |
| All | +13.1% | +34.4% | -21.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling