+335.4%
COP vs KIM
+30.7%
+304.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +15.6% | -1.7% | +17.3% | +16.4% |
| 3M | +14.3% | -0.8% | +15.2% | +14.4% |
| 6M | +17.0% | +4.4% | +12.6% | +13.9% |
| YTD | +47.4% | +21.2% | +26.2% | +33.8% |
| 1Y | +52.4% | +10.5% | +41.9% | +44.1% |
| 3Y | +20.8% | +47.5% | -26.7% | -2.1% |
| 5Y | +191.7% | +37.1% | +154.6% | +137.4% |
| All | +335.4% | +30.7% | +304.7% | +174.4% |
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 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