+227.4%
CPB vs KIM
+3,329.3%
-3,101.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.1% | -1.0% | -3.1% | -4.0% |
| 30D | +16.9% | +14.8% | +2.1% | +15.1% |
| 3M | -0.6% | +8.1% | -8.7% | -1.4% |
| 6M | +11.4% | +11.7% | -0.3% | +10.0% |
| YTD | -14.8% | +30.7% | -45.6% | -17.4% |
| 1Y | -24.8% | +29.7% | -54.5% | -27.0% |
| 3Y | -36.6% | +65.1% | -101.7% | -40.3% |
| 5Y | -33.3% | +34.7% | -68.0% | -36.3% |
| 10Y | -40.4% | +64.1% | -104.5% | -46.2% |
| All | +227.4% | +3,329.3% | -3,101.9% | +113.2% |
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