+420.1%
CORZ vs KIM
+29.9%
+390.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.4% | +0.4% | +7.9% | +8.1% |
| 30D | -17.8% | -4.0% | -13.8% | -16.5% |
| 3M | -35.9% | +0.5% | -36.4% | -37.1% |
| 6M | +12.9% | +3.6% | +9.3% | +9.0% |
| YTD | +22.9% | +20.4% | +2.4% | +8.1% |
| 1Y | +31.4% | +9.7% | +21.6% | +22.6% |
| All | +420.1% | +29.9% | +390.2% | +333.8% |
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 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