+256.9%
CP vs KIM
+63.9%
+193.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | +9.6% | +14.8% | -5.2% | +5.1% |
| 3M | +2.2% | +8.1% | -5.9% | -0.2% |
| 6M | +11.1% | +11.7% | -0.6% | +7.3% |
| YTD | +28.2% | +30.7% | -2.6% | +18.0% |
| 1Y | +32.2% | +29.7% | +2.4% | +21.9% |
| 3Y | +35.5% | +65.1% | -29.6% | +15.9% |
| 5Y | +26.8% | +34.7% | -7.9% | +13.7% |
| 10Y | +256.9% | +64.1% | +192.8% | +172.7% |
| All | +256.9% | +63.9% | +193.1% | +172.7% |
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