+565.2%
COPX vs KIM
+32.5%
+532.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.3% | -1.7% | -0.6% | -1.7% |
| 30D | +0.3% | -3.0% | +3.2% | +1.3% |
| 3M | +6.8% | -8.9% | +15.7% | +10.1% |
| 6M | +7.9% | +2.4% | +5.6% | +6.5% |
| YTD | +23.7% | +18.3% | +5.4% | +15.2% |
| 1Y | +71.5% | +8.2% | +63.4% | +65.0% |
| 3Y | +149.1% | +44.0% | +105.1% | +113.0% |
| 5Y | +167.3% | +37.3% | +130.0% | +130.5% |
| All | +565.2% | +32.5% | +532.7% | +448.2% |
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