+190.5%
COPX vs KIM
+226.9%
-36.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -4.0% | +0.4% | -4.4% | -4.2% |
| 30D | +4.5% | -4.0% | +8.5% | +6.4% |
| 3M | +0.8% | +0.5% | +0.3% | -0.2% |
| 6M | +3.2% | +3.6% | -0.4% | +0.8% |
| YTD | +26.7% | +20.4% | +6.3% | +14.8% |
| 1Y | +85.7% | +9.7% | +76.0% | +75.5% |
| 3Y | +151.2% | +46.0% | +105.2% | +103.8% |
| 5Y | +170.0% | +34.4% | +135.5% | +123.7% |
| 10Y | +572.9% | +29.3% | +543.6% | +441.6% |
| All | +190.5% | +226.9% | -36.4% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling