+412.6%
CSX vs KIM
+65.6%
+347.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.4% |
| 7D | -2.2% | +2.8% | -5.0% | -3.1% |
| 30D | +6.8% | +16.3% | -9.5% | +1.5% |
| 3M | +0.7% | +6.6% | -6.0% | -1.5% |
| 6M | +13.3% | +12.3% | +0.9% | +8.7% |
| YTD | +40.5% | +31.6% | +9.0% | +27.7% |
| 1Y | +44.7% | +31.5% | +13.2% | +31.5% |
| 3Y | +74.5% | +68.0% | +6.5% | +44.9% |
| 5Y | +52.0% | +38.7% | +13.3% | +32.8% |
| 10Y | +412.6% | +65.7% | +346.9% | +229.7% |
| All | +412.6% | +65.6% | +347.1% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling