+186.4%
COP vs KIM
+34.4%
+151.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.5% | -4.0% | +21.5% | +19.0% |
| 3M | +13.4% | +0.5% | +12.8% | +12.9% |
| 6M | +17.7% | +3.6% | +14.1% | +15.7% |
| YTD | +46.6% | +20.4% | +26.2% | +36.1% |
| 1Y | +44.6% | +9.7% | +34.9% | +38.7% |
| 3Y | +20.7% | +46.0% | -25.3% | +3.6% |
| All | +186.4% | +34.4% | +151.9% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling