+298.3%
COP vs KIM
+65.6%
+232.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -8.4% | +2.8% | -11.3% | -9.7% |
| 30D | +0.3% | +16.3% | -16.1% | -6.6% |
| 3M | +15.1% | +6.6% | +8.5% | +11.4% |
| 6M | +19.8% | +12.3% | +7.4% | +12.8% |
| YTD | +46.8% | +31.6% | +15.3% | +27.9% |
| 1Y | +59.7% | +31.5% | +28.2% | +39.2% |
| 3Y | +28.7% | +68.0% | -39.3% | -1.8% |
| 5Y | +110.7% | +38.7% | +72.0% | +70.7% |
| 10Y | +298.3% | +65.7% | +232.6% | +144.7% |
| All | +298.3% | +65.6% | +232.7% | +144.7% |
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