+818.4%
CTAS vs KIM
+64.9%
+753.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.7% | +2.8% | -2.1% | -0.4% |
| 30D | +11.3% | +15.9% | -4.6% | +5.0% |
| 3M | +11.4% | +7.8% | +3.6% | +8.1% |
| 6M | +35.6% | +11.9% | +23.8% | +29.7% |
| YTD | +20.7% | +31.0% | -10.3% | +8.4% |
| 1Y | +22.8% | +32.3% | -9.5% | +9.9% |
| 3Y | +73.4% | +65.5% | +7.9% | +40.0% |
| 5Y | +117.6% | +37.2% | +80.4% | +86.3% |
| 10Y | +818.4% | +63.9% | +754.5% | +494.9% |
| All | +818.4% | +64.9% | +753.5% | +494.9% |
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 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