+99.0%
COST vs KIM
+65.6%
+33.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +12.8% | +14.1% | -1.3% | +9.8% |
| 3M | +15.2% | +6.0% | +9.2% | +13.7% |
| 6M | +7.4% | +13.2% | -5.8% | +4.8% |
| YTD | +29.0% | +30.4% | -1.3% | +22.2% |
| 1Y | +20.3% | +31.0% | -10.7% | +13.7% |
| 3Y | +99.0% | +67.6% | +31.4% | +76.8% |
| All | +99.0% | +65.6% | +33.4% | +76.8% |
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