+1,393.8%
CPAY vs KIM
+196.3%
+1,197.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +3.6% | -1.7% | +5.3% | +4.3% |
| 3M | +16.6% | -0.8% | +17.4% | +16.8% |
| 6M | +29.5% | +4.4% | +25.1% | +26.6% |
| YTD | +35.3% | +21.2% | +14.0% | +23.6% |
| 1Y | +30.6% | +10.5% | +20.1% | +24.3% |
| 3Y | +49.7% | +47.5% | +2.2% | +25.0% |
| 5Y | +54.4% | +37.1% | +17.3% | +32.4% |
| 10Y | +142.8% | +29.5% | +113.3% | +91.6% |
| All | +1,393.8% | +196.3% | +1,197.4% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling