+281.7%
CORZ vs KIM
+41.3%
+240.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -7.8% | +2.8% | -10.6% | -8.6% |
| 30D | -14.8% | +15.9% | -30.7% | -19.5% |
| 3M | -32.5% | +7.8% | -40.2% | -34.3% |
| 6M | -42.7% | +11.9% | -54.6% | -46.3% |
| YTD | -9.8% | +31.0% | -40.9% | -23.1% |
| 1Y | -31.9% | +32.3% | -64.3% | -42.6% |
| All | +281.7% | +41.3% | +240.4% | +208.5% |
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