+34.3%
CP vs KIM
+34.4%
-0.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +0.2% | -4.0% | +4.1% | +1.9% |
| 3M | +2.6% | +0.5% | +2.0% | +2.2% |
| 6M | +6.0% | +3.6% | +2.4% | +4.1% |
| YTD | +24.9% | +20.4% | +4.5% | +15.0% |
| 1Y | +20.1% | +9.7% | +10.4% | +14.9% |
| 3Y | +16.4% | +46.0% | -29.6% | -2.7% |
| All | +34.3% | +34.4% | -0.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling