+235.1%
CPB vs KIM
+3,315.9%
-3,080.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +8.0% | +4.1% | +3.9% | +7.5% |
| 30D | +22.4% | +16.8% | +5.6% | +20.2% |
| 3M | +2.5% | +5.7% | -3.2% | +1.9% |
| 6M | +12.2% | +9.7% | +2.5% | +11.1% |
| YTD | -12.8% | +30.2% | -43.0% | -15.4% |
| 1Y | -19.2% | +32.1% | -51.3% | -21.7% |
| 3Y | -35.6% | +58.6% | -94.1% | -39.0% |
| 5Y | -31.4% | +31.2% | -62.6% | -34.3% |
| 10Y | -37.9% | +66.7% | -104.6% | -44.2% |
| All | +235.1% | +3,315.9% | -3,080.8% | +118.3% |
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