+1,395.3%
CNP vs KIM
+3,350.7%
-1,955.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -4.3% | +2.8% | -7.1% | -5.1% |
| 30D | +5.7% | +16.3% | -10.6% | +1.4% |
| 3M | +0.9% | +6.6% | -5.7% | -0.9% |
| 6M | -1.1% | +12.3% | -13.4% | -4.2% |
| YTD | +8.3% | +31.6% | -23.3% | +0.4% |
| 1Y | +5.9% | +31.5% | -25.6% | -1.8% |
| 3Y | +64.6% | +68.0% | -3.4% | +41.6% |
| 5Y | +74.6% | +38.7% | +35.9% | +56.1% |
| 10Y | +139.8% | +65.7% | +74.1% | +91.3% |
| All | +1,395.3% | +3,350.7% | -1,955.4% | +574.6% |
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