+3,388.4%
CSGP vs KIM
+674.0%
+2,714.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | +13.9% | +5.0% | +8.9% | +12.1% |
| 30D | +16.0% | +15.8% | +0.2% | +10.7% |
| 3M | +6.1% | +4.3% | +1.8% | +4.9% |
| 6M | -8.2% | +11.4% | -19.5% | -11.2% |
| YTD | -52.3% | +30.8% | -83.1% | -56.4% |
| 1Y | -54.5% | +31.4% | -85.9% | -58.5% |
| 3Y | -58.6% | +57.7% | -116.2% | -64.5% |
| 5Y | -61.5% | +31.7% | -93.2% | -65.2% |
| 10Y | +74.7% | +67.4% | +7.3% | +31.5% |
| All | +3,388.4% | +674.0% | +2,714.4% | +990.5% |
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