+127.6%
COPX vs KIM
+65.6%
+62.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -14.3% | +14.1% | -28.5% | -18.1% |
| 3M | -19.0% | +6.0% | -25.0% | -20.6% |
| 6M | -24.4% | +13.2% | -37.7% | -28.4% |
| YTD | -3.2% | +30.4% | -33.6% | -13.8% |
| 1Y | +15.2% | +31.0% | -15.9% | +2.3% |
| 3Y | +127.6% | +67.6% | +60.0% | +77.8% |
| All | +127.6% | +65.6% | +62.1% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling