+3,264.4%
CSGP vs KIM
+612.7%
+2,651.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | -4.0% | +6.3% | +3.7% |
| 3M | -8.2% | +0.5% | -8.7% | -8.2% |
| 6M | -35.1% | +3.6% | -38.7% | -35.9% |
| YTD | -54.0% | +20.4% | -74.5% | -56.9% |
| 1Y | -65.3% | +9.7% | -75.0% | -66.4% |
| 3Y | -62.6% | +46.0% | -108.6% | -67.2% |
| 5Y | -64.8% | +34.4% | -99.3% | -68.5% |
| 10Y | +45.1% | +29.3% | +15.8% | +18.9% |
| All | +3,264.4% | +612.7% | +2,651.6% | +978.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling