-69.0%
CPNG vs KIM
+55.8%
-124.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -7.4% | +0.4% | -7.9% | -7.6% |
| 30D | -4.4% | -4.0% | -0.5% | -2.5% |
| 3M | -7.5% | +0.5% | -8.0% | -8.4% |
| 6M | -19.9% | +3.6% | -23.6% | -22.1% |
| YTD | -35.2% | +20.4% | -55.6% | -41.9% |
| 1Y | -46.8% | +9.7% | -56.5% | -50.0% |
| 3Y | -20.2% | +46.0% | -66.1% | -37.9% |
| 5Y | -48.4% | +34.4% | -82.9% | -56.5% |
| All | -69.0% | +55.8% | -124.8% | -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 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