+143.3%
CNP vs KIM
+64.9%
+78.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -4.1% |
| 30D | +6.8% | +15.9% | -9.0% | +0.9% |
| 3M | +3.6% | +7.8% | -4.1% | +0.6% |
| 6M | 0.0% | +11.9% | -11.9% | -4.4% |
| YTD | +9.4% | +31.0% | -21.6% | -1.5% |
| 1Y | +6.8% | +32.3% | -25.5% | -4.3% |
| 3Y | +64.2% | +65.5% | -1.3% | +32.8% |
| 5Y | +76.0% | +37.2% | +38.8% | +49.8% |
| 10Y | +143.3% | +63.9% | +79.4% | +62.1% |
| All | +143.3% | +64.9% | +78.4% | +62.1% |
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