+139.9%
CNP vs KIM
+29.7%
+110.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.7% | -1.0% | +1.6% | +1.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.3% |
| 3M | -5.6% | -5.3% | -0.3% | -3.7% |
| 6M | -7.5% | +3.9% | -11.4% | -8.9% |
| YTD | +5.5% | +20.3% | -14.8% | -1.8% |
| 1Y | +8.3% | +10.4% | -2.1% | +4.0% |
| 3Y | +51.8% | +46.3% | +5.4% | +28.4% |
| 5Y | +69.9% | +37.6% | +32.3% | +43.9% |
| 10Y | +139.9% | +34.5% | +105.5% | +82.1% |
| All | +139.9% | +29.7% | +110.2% | +82.1% |
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