-46.9%
CPNG vs KIM
+33.1%
-80.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +11.4% |
| 7D | +20.8% | +10.6% | +10.2% | +20.0% |
| 30D | +20.1% | +17.5% | +2.6% | +19.4% |
| 3M | +1.6% | +4.7% | -3.1% | +0.4% |
| 6M | -15.8% | +13.1% | -29.0% | -17.9% |
| YTD | -27.7% | +32.1% | -59.8% | -30.0% |
| 1Y | -46.9% | +32.7% | -79.6% | -48.4% |
| All | -46.9% | +33.1% | -80.0% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling