-31.6%
CPB vs KIM
+31.1%
-62.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +8.0% | +4.1% | +3.9% | +7.0% |
| 30D | +22.4% | +16.8% | +5.6% | +18.2% |
| 3M | +2.5% | +5.7% | -3.2% | +1.2% |
| 6M | +12.2% | +9.7% | +2.5% | +10.1% |
| YTD | -12.8% | +30.2% | -43.0% | -17.4% |
| 1Y | -19.2% | +32.1% | -51.3% | -23.7% |
| 3Y | -35.6% | +58.6% | -94.1% | -40.6% |
| All | -31.6% | +31.1% | -62.7% | -34.9% |
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