+241.9%
CORZ vs KIM
+40.5%
+201.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.8% | +3.5% |
| 7D | -11.2% | +4.1% | -15.3% | -12.5% |
| 30D | -26.2% | +16.8% | -43.0% | -30.6% |
| 3M | -44.1% | +5.7% | -49.8% | -45.3% |
| 6M | -52.3% | +9.7% | -61.9% | -54.8% |
| YTD | -19.2% | +30.2% | -49.5% | -31.0% |
| 1Y | -42.9% | +32.1% | -75.0% | -51.9% |
| All | +241.9% | +40.5% | +201.4% | +176.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling