+9.1%
COR vs KIM
+9.4%
-0.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.9% | -1.0% | -2.9% | -3.7% |
| 30D | -0.3% | -1.1% | +0.8% | -0.1% |
| 3M | +15.9% | -5.3% | +21.2% | +17.0% |
| 6M | -10.3% | +3.9% | -14.2% | -10.5% |
| YTD | -3.7% | +20.3% | -24.0% | -5.4% |
| 1Y | +9.1% | +10.4% | -1.4% | +14.0% |
| All | +9.1% | +9.4% | -0.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling