-69.3%
CPNG vs KIM
+53.1%
-122.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.3% |
| 30D | -7.4% | -3.0% | -4.4% | -6.0% |
| 3M | -12.3% | -8.9% | -3.5% | -8.7% |
| 6M | -19.4% | +2.4% | -21.8% | -21.1% |
| YTD | -35.9% | +18.3% | -54.2% | -42.1% |
| 1Y | -53.4% | +8.2% | -61.6% | -55.9% |
| 3Y | -20.0% | +44.0% | -64.0% | -37.4% |
| 5Y | -49.6% | +37.3% | -86.9% | -57.1% |
| All | -69.3% | +53.1% | -122.4% | -73.5% |
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