+5.8%
CNP vs KIM
+29.4%
-23.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.5% | -0.7% | +3.1% | +2.7% |
| 30D | +4.0% | +13.4% | -9.4% | -1.4% |
| 3M | +1.6% | +6.5% | -4.9% | -1.2% |
| 6M | -1.7% | +10.6% | -12.3% | -5.5% |
| YTD | +8.6% | +29.9% | -21.3% | +0.3% |
| 1Y | +5.8% | +29.6% | -23.7% | -2.4% |
| All | +5.8% | +29.4% | -23.6% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling