+257.6%
CP vs KIM
+65.6%
+192.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | +2.8% | +2.8% | -0.1% | +1.9% |
| 30D | +11.3% | +16.3% | -5.0% | +6.3% |
| 3M | +2.9% | +6.6% | -3.8% | +0.8% |
| 6M | +9.8% | +12.3% | -2.5% | +5.8% |
| YTD | +28.5% | +31.6% | -3.0% | +18.1% |
| 1Y | +33.5% | +31.5% | +2.0% | +22.6% |
| 3Y | +31.9% | +68.0% | -36.1% | +12.2% |
| 5Y | +25.5% | +38.7% | -13.2% | +11.6% |
| 10Y | +257.6% | +65.7% | +191.9% | +173.3% |
| All | +257.6% | +65.6% | +192.0% | +173.3% |
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 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