+65.2%
CSGP vs KIM
+64.5%
+0.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | +1.3% | +4.1% | -2.8% | +0.1% |
| 30D | +10.7% | +16.8% | -6.1% | +5.7% |
| 3M | +3.3% | +5.7% | -2.4% | +1.7% |
| 6M | -10.3% | +9.7% | -20.0% | -12.7% |
| YTD | -54.6% | +30.2% | -84.8% | -58.1% |
| 1Y | -54.6% | +32.1% | -86.8% | -58.4% |
| 3Y | -60.3% | +58.6% | -118.9% | -65.5% |
| 5Y | -63.3% | +31.2% | -94.5% | -66.6% |
| All | +65.2% | +64.5% | +0.7% | +26.0% |
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