+310.1%
COP vs KIM
+64.9%
+245.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -6.1% | +2.8% | -8.9% | -7.4% |
| 30D | +1.1% | +15.9% | -14.8% | -5.6% |
| 3M | +10.9% | +7.8% | +3.2% | +6.9% |
| 6M | +20.8% | +11.9% | +8.9% | +13.9% |
| YTD | +48.0% | +31.0% | +17.0% | +29.2% |
| 1Y | +58.5% | +32.3% | +26.2% | +37.7% |
| 3Y | +28.1% | +65.5% | -37.3% | -1.6% |
| 5Y | +120.5% | +37.2% | +83.2% | +79.6% |
| 10Y | +310.1% | +63.9% | +246.2% | +152.9% |
| All | +310.1% | +64.9% | +245.2% | +152.9% |
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