+60.0%
CSGP vs KIM
+63.6%
-3.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.8% | +14.1% | -11.3% | -1.1% |
| 3M | -6.3% | +6.0% | -12.3% | -7.8% |
| 6M | -3.2% | +13.2% | -16.4% | -6.6% |
| YTD | -54.0% | +30.4% | -84.3% | -57.6% |
| 1Y | -54.8% | +31.0% | -85.9% | -58.4% |
| 3Y | -60.6% | +67.6% | -128.2% | -66.2% |
| 5Y | -62.6% | +35.8% | -98.4% | -66.2% |
| All | +60.0% | +63.6% | -3.6% | +23.7% |
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