+813.9%
CTAS vs KIM
+65.6%
+748.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | -0.7% | +2.8% | -3.5% | -1.8% |
| 30D | +10.3% | +16.3% | -6.1% | +3.9% |
| 3M | +10.2% | +6.6% | +3.5% | +7.4% |
| 6M | +34.4% | +12.3% | +22.1% | +28.3% |
| YTD | +19.6% | +31.6% | -12.0% | +7.2% |
| 1Y | +21.8% | +31.5% | -9.7% | +9.2% |
| 3Y | +74.1% | +68.0% | +6.1% | +39.7% |
| 5Y | +114.0% | +38.7% | +75.3% | +82.5% |
| 10Y | +813.9% | +65.7% | +748.2% | +490.5% |
| All | +813.9% | +65.6% | +748.4% | +490.5% |
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 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