+1,353.6%
CNP vs KIM
+3,058.9%
-1,705.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -1.8% | -4.0% | +2.2% | -0.8% |
| 3M | -4.6% | +0.5% | -5.2% | -4.8% |
| 6M | -8.8% | +3.6% | -12.5% | -9.8% |
| YTD | +5.2% | +20.4% | -15.2% | 0.0% |
| 1Y | +8.3% | +9.7% | -1.4% | +5.4% |
| 3Y | +54.9% | +46.0% | +8.9% | +38.2% |
| 5Y | +73.5% | +34.4% | +39.1% | +56.3% |
| 10Y | +139.1% | +29.3% | +109.8% | +102.5% |
| All | +1,353.6% | +3,058.9% | -1,705.4% | +572.0% |
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