-64.8%
CSGP vs KIM
+34.4%
-99.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -8.2% | +0.5% | -8.7% | -8.3% |
| 6M | -35.1% | +3.6% | -38.7% | -36.4% |
| YTD | -54.0% | +20.4% | -74.5% | -58.7% |
| 1Y | -65.3% | +9.7% | -75.0% | -67.2% |
| 3Y | -62.6% | +46.0% | -108.6% | -70.1% |
| All | -64.8% | +34.4% | -99.2% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling