+149.2%
CPAY vs KIM
+32.5%
+116.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.0% | -1.7% | -0.2% | -1.2% |
| 30D | -0.4% | -3.0% | +2.6% | +0.9% |
| 3M | +16.4% | -8.9% | +25.2% | +21.0% |
| 6M | +23.5% | +2.4% | +21.1% | +21.8% |
| YTD | +35.7% | +18.3% | +17.3% | +25.3% |
| 1Y | +30.2% | +8.2% | +22.0% | +25.0% |
| 3Y | +49.7% | +44.0% | +5.7% | +26.3% |
| 5Y | +56.6% | +37.3% | +19.2% | +34.3% |
| All | +149.2% | +32.5% | +116.7% | +87.7% |
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