+17,451.9%
COR vs KIM
+1,257.0%
+16,194.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +4.5% | -4.0% | +8.5% | +5.3% |
| 3M | +22.7% | +0.5% | +22.1% | +22.5% |
| 6M | -9.7% | +3.6% | -13.3% | -10.4% |
| YTD | -1.4% | +20.4% | -21.9% | -5.0% |
| 1Y | +13.9% | +9.7% | +4.2% | +11.7% |
| 3Y | +94.0% | +46.0% | +48.0% | +77.7% |
| 5Y | +184.0% | +34.4% | +149.6% | +161.5% |
| 10Y | +406.8% | +29.3% | +377.5% | +341.2% |
| All | +17,451.9% | +1,257.0% | +16,194.9% | +6,267.9% |
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