+512.3%
COR vs KIM
+65.6%
+446.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.4% |
| 7D | +2.3% | +2.8% | -0.5% | +1.8% |
| 30D | +6.8% | +16.3% | -9.6% | +3.4% |
| 3M | +8.1% | +6.6% | +1.5% | +6.6% |
| 6M | +33.0% | +12.3% | +20.7% | +29.7% |
| YTD | +3.0% | +31.6% | -28.6% | -2.9% |
| 1Y | -3.4% | +31.5% | -34.9% | -9.0% |
| 3Y | +80.1% | +68.0% | +12.1% | +58.6% |
| 5Y | +194.7% | +38.7% | +156.0% | +167.3% |
| 10Y | +512.3% | +65.7% | +446.6% | +394.5% |
| All | +512.3% | +65.6% | +446.7% | +394.5% |
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