+11,639.7%
COST vs KIM
+3,319.9%
+8,319.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +15.2% | +6.0% | +9.2% | +13.8% |
| 6M | +7.4% | +13.2% | -5.8% | +4.5% |
| YTD | +29.0% | +30.4% | -1.3% | +21.8% |
| 1Y | +20.3% | +31.0% | -10.7% | +13.4% |
| 3Y | +99.0% | +67.6% | +31.4% | +76.5% |
| 5Y | +125.7% | +35.8% | +89.9% | +107.7% |
| 10Y | +775.3% | +63.7% | +711.7% | +618.7% |
| All | +11,639.7% | +3,319.9% | +8,319.8% | +4,780.4% |
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