+250.9%
CP vs KIM
+64.5%
+186.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.8% | +4.1% | -1.3% | +1.6% |
| 30D | +10.2% | +16.8% | -6.6% | +5.1% |
| 3M | +2.4% | +5.7% | -3.3% | +0.6% |
| 6M | +7.7% | +9.7% | -2.0% | +4.6% |
| YTD | +26.0% | +30.2% | -4.2% | +16.1% |
| 1Y | +34.6% | +32.1% | +2.5% | +23.5% |
| 3Y | +26.7% | +58.6% | -31.9% | +9.5% |
| 5Y | +24.9% | +31.2% | -6.2% | +12.7% |
| All | +250.9% | +64.5% | +186.4% | +168.6% |
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