-7.9%
CSGP vs KIM
+13.9%
-21.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +0.5% |
| 7D | +18.3% | +10.6% | +7.7% | +7.4% |
| 30D | +17.8% | +17.5% | +0.3% | +2.5% |
| 3M | +9.3% | +4.7% | +4.6% | +2.3% |
| 6M | -7.9% | +13.1% | -21.0% | -10.6% |
| All | -7.9% | +13.9% | -21.8% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling