-69.2%
CPNG vs KIM
+68.7%
-137.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.5% | +14.1% | -8.6% | -1.1% |
| 3M | -6.8% | +6.0% | -12.7% | -9.3% |
| 6M | -4.8% | +13.2% | -18.1% | -11.2% |
| YTD | -35.6% | +30.4% | -66.0% | -44.5% |
| 1Y | -46.8% | +31.0% | -77.8% | -54.3% |
| 3Y | -0.8% | +67.6% | -68.4% | -28.1% |
| 5Y | -42.9% | +35.8% | -78.6% | -53.6% |
| All | -69.2% | +68.7% | -137.9% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling