+67.3%
CSGP vs KIM
+65.6%
+1.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.9% |
| 7D | -1.8% | +2.8% | -4.7% | -2.6% |
| 30D | +5.3% | +16.3% | -11.0% | +0.6% |
| 3M | +3.3% | +6.6% | -3.3% | +1.4% |
| 6M | -4.7% | +12.3% | -17.0% | -7.8% |
| YTD | -53.5% | +31.6% | -85.1% | -57.3% |
| 1Y | -53.7% | +31.5% | -85.2% | -57.5% |
| 3Y | -59.7% | +68.0% | -127.7% | -65.5% |
| 5Y | -62.5% | +38.7% | -101.2% | -66.3% |
| 10Y | +67.3% | +65.7% | +1.5% | +27.4% |
| All | +67.3% | +65.6% | +1.7% | +27.4% |
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 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