-62.8%
CSGP vs KIM
+46.3%
-109.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.3% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | +2.3% | -4.0% | +6.3% | +4.5% |
| 3M | -8.2% | +0.5% | -8.7% | -8.2% |
| 6M | -35.1% | +3.6% | -38.7% | -36.2% |
| YTD | -54.0% | +20.4% | -74.5% | -58.5% |
| 1Y | -65.3% | +9.7% | -75.0% | -67.1% |
| All | -62.8% | +46.3% | -109.1% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling