-37.7%
CPB vs KIM
+37.3%
-75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -8.0% | -1.0% | -7.0% | -7.8% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | +0.5% | -5.3% | +5.9% | +1.8% |
| 6M | -10.5% | +3.9% | -14.4% | -11.0% |
| YTD | -17.5% | +20.3% | -37.8% | -20.4% |
| 1Y | -31.0% | +10.4% | -41.5% | -32.4% |
| 3Y | -40.6% | +46.3% | -86.9% | -44.3% |
| 5Y | -37.7% | +37.6% | -75.3% | -41.7% |
| All | -37.7% | +37.3% | -75.1% | -41.7% |
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 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