+250.7%
CP vs KIM
+64.9%
+185.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.8% | +2.8% | 0.0% | +2.0% |
| 30D | +11.0% | +15.9% | -4.8% | +6.2% |
| 3M | +3.8% | +7.8% | -3.9% | +1.4% |
| 6M | +9.5% | +11.9% | -2.4% | +5.7% |
| YTD | +28.2% | +31.0% | -2.8% | +17.9% |
| 1Y | +33.0% | +32.3% | +0.6% | +21.9% |
| 3Y | +35.5% | +65.5% | -29.9% | +15.8% |
| 5Y | +25.8% | +37.2% | -11.4% | +12.2% |
| 10Y | +250.7% | +63.9% | +186.8% | +167.0% |
| All | +250.7% | +64.9% | +185.8% | +167.0% |
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