+340.2%
COP vs KIM
+29.7%
+310.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | +11.7% | -1.1% | +12.8% | +12.2% |
| 3M | +17.7% | -5.3% | +23.0% | +20.3% |
| 6M | +18.3% | +3.9% | +14.4% | +15.4% |
| YTD | +49.1% | +20.3% | +28.8% | +35.7% |
| 1Y | +53.3% | +10.4% | +42.9% | +45.0% |
| 3Y | +22.2% | +46.3% | -24.2% | -0.6% |
| 5Y | +193.3% | +37.6% | +155.7% | +138.2% |
| 10Y | +340.2% | +34.5% | +305.8% | +178.4% |
| All | +340.2% | +29.7% | +310.5% | +178.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling