-53.5%
CSGP vs KIM
+31.8%
-85.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.6% |
| 7D | -1.8% | +2.8% | -4.7% | -3.5% |
| 30D | +5.3% | +16.3% | -11.0% | -2.8% |
| 3M | +3.3% | +6.6% | -3.3% | -1.6% |
| 6M | -4.7% | +12.3% | -17.0% | -8.8% |
| YTD | -53.5% | +31.6% | -85.1% | -58.1% |
| All | -53.5% | +31.8% | -85.3% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling