+242.0%
COF vs KIM
+32.5%
+209.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -1.7% | -3.4% | -4.1% |
| 30D | -6.0% | -3.0% | -3.1% | -4.4% |
| 3M | +14.8% | -8.9% | +23.7% | +21.0% |
| 6M | +15.3% | +2.4% | +13.0% | +13.0% |
| YTD | -13.0% | +18.3% | -31.4% | -22.4% |
| 1Y | -5.7% | +8.2% | -13.9% | -11.2% |
| 3Y | +118.1% | +44.0% | +74.1% | +69.7% |
| 5Y | +46.2% | +37.3% | +8.9% | +17.6% |
| All | +242.0% | +32.5% | +209.5% | +99.7% |
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