+606.1%
COST vs KIM
+32.5%
+573.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | -4.7% | -3.0% | -1.8% | -4.3% |
| 3M | -7.1% | -8.9% | +1.8% | -5.9% |
| 6M | -8.5% | +2.4% | -10.9% | -8.9% |
| YTD | +5.4% | +18.3% | -13.0% | +2.8% |
| 1Y | -5.6% | +8.2% | -13.8% | -6.8% |
| 3Y | +68.5% | +44.0% | +24.5% | +58.9% |
| 5Y | +105.2% | +37.3% | +67.9% | +95.1% |
| All | +606.1% | +32.5% | +573.6% | +591.8% |
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 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