+3,446.1%
CSGP vs KIM
+681.6%
+2,764.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +2.8% |
| 7D | +18.3% | +10.6% | +7.7% | +14.5% |
| 30D | +17.8% | +17.5% | +0.3% | +11.9% |
| 3M | +9.3% | +4.7% | +4.6% | +7.8% |
| 6M | -7.9% | +13.1% | -21.0% | -11.4% |
| YTD | -51.5% | +32.1% | -83.6% | -55.8% |
| 1Y | -53.3% | +32.7% | -86.0% | -57.5% |
| 3Y | -57.9% | +59.2% | -117.1% | -64.0% |
| 5Y | -61.3% | +38.3% | -99.6% | -65.6% |
| 10Y | +77.5% | +69.0% | +8.5% | +33.2% |
| All | +3,446.1% | +681.6% | +2,764.5% | +1,004.9% |
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