+25.6%
CTAS vs KIM
+33.1%
-7.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.5% |
| 7D | +7.6% | +10.6% | -3.0% | +2.0% |
| 30D | +17.2% | +17.5% | -0.3% | +7.6% |
| 3M | +12.8% | +4.7% | +8.1% | +9.9% |
| 6M | +38.0% | +13.1% | +24.8% | +29.9% |
| YTD | +22.7% | +32.1% | -9.4% | +8.7% |
| 1Y | +25.6% | +32.7% | -7.0% | +10.9% |
| All | +25.6% | +33.1% | -7.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling