-42.1%
CPB vs KIM
+63.0%
-105.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | +16.5% | +13.4% | +3.1% | +15.1% |
| 3M | -1.1% | +6.5% | -7.6% | -1.7% |
| 6M | +11.5% | +10.6% | +0.9% | +10.5% |
| YTD | -15.7% | +29.9% | -45.7% | -17.6% |
| 1Y | -24.7% | +29.6% | -54.2% | -26.3% |
| 3Y | -37.3% | +64.1% | -101.3% | -39.6% |
| 5Y | -35.0% | +35.3% | -70.3% | -37.0% |
| All | -42.1% | +63.0% | -105.1% | -39.8% |
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