-63.2%
CSGP vs KIM
+31.1%
-94.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.4% |
| 7D | +1.3% | +4.1% | -2.8% | -1.0% |
| 30D | +10.7% | +16.8% | -6.1% | +1.7% |
| 3M | +3.3% | +5.7% | -2.4% | +0.3% |
| 6M | -10.3% | +9.7% | -20.0% | -14.7% |
| YTD | -54.6% | +30.2% | -84.8% | -61.0% |
| 1Y | -54.6% | +32.1% | -86.8% | -61.4% |
| 3Y | -60.3% | +58.6% | -118.9% | -70.0% |
| All | -63.2% | +31.1% | -94.3% | -69.8% |
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