-41.3%
CORZ vs KIM
+33.1%
-74.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -7.8% |
| 7D | -14.9% | +10.6% | -25.5% | -8.6% |
| 30D | -23.1% | +17.5% | -40.6% | -14.5% |
| 3M | -44.1% | +4.7% | -48.8% | -41.8% |
| 6M | -39.5% | +13.1% | -52.7% | -35.4% |
| YTD | -12.4% | +32.1% | -44.4% | +6.1% |
| 1Y | -41.3% | +32.7% | -74.0% | -28.4% |
| All | -41.3% | +33.1% | -74.4% | -28.4% |
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