+1,389.8%
CNP vs KIM
+3,315.9%
-1,926.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -4.2% | +4.1% | -8.3% | -5.3% |
| 30D | +5.5% | +16.8% | -11.3% | +1.1% |
| 3M | +0.6% | +5.7% | -5.1% | -1.0% |
| 6M | -2.8% | +9.7% | -12.5% | -5.3% |
| YTD | +7.9% | +30.2% | -22.4% | +0.3% |
| 1Y | +6.7% | +32.1% | -25.5% | -1.3% |
| 3Y | +61.1% | +58.6% | +2.5% | +40.7% |
| 5Y | +73.0% | +31.2% | +41.8% | +56.9% |
| 10Y | +141.9% | +66.7% | +75.2% | +92.8% |
| All | +1,389.8% | +3,315.9% | -1,926.1% | +573.9% |
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