+190.4%
COPX vs KIM
+38.4%
+152.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | +7.2% | -1.7% | +8.9% | +7.9% |
| 3M | +16.5% | -0.8% | +17.3% | +16.2% |
| 6M | +18.4% | +4.4% | +14.0% | +15.3% |
| YTD | +31.9% | +21.2% | +10.7% | +19.3% |
| 1Y | +88.5% | +10.5% | +77.9% | +77.8% |
| 3Y | +173.1% | +47.5% | +125.6% | +120.2% |
| All | +190.4% | +38.4% | +152.0% | +141.0% |
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