+34.8%
CNH vs KIM
+134.1%
-99.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -1.7% | +4.1% | -5.8% | -3.5% |
| 30D | -7.2% | +16.8% | -24.0% | -13.5% |
| 3M | +6.5% | +5.7% | +0.8% | +3.9% |
| 6M | +7.9% | +9.7% | -1.8% | +3.2% |
| YTD | +26.6% | +30.2% | -3.6% | +12.2% |
| 1Y | +13.8% | +32.1% | -18.3% | +0.1% |
| 3Y | +9.2% | +58.6% | -49.4% | -11.4% |
| 5Y | -15.6% | +31.2% | -46.7% | -26.5% |
| 10Y | +119.2% | +66.7% | +52.5% | +57.7% |
| All | +34.8% | +134.1% | -99.3% | -15.7% |
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