+104.4%
COST vs KIM
+37.3%
+67.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -5.3% | -1.1% | -4.2% | -5.0% |
| 3M | -6.7% | -5.3% | -1.3% | -5.2% |
| 6M | -9.9% | +3.9% | -13.9% | -11.1% |
| YTD | +5.1% | +20.3% | -15.1% | -0.8% |
| 1Y | -7.3% | +10.4% | -17.7% | -10.3% |
| 3Y | +70.4% | +46.3% | +24.1% | +47.6% |
| 5Y | +104.4% | +37.6% | +66.8% | +90.3% |
| All | +104.4% | +37.3% | +67.1% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling