+21.7%
CTAS vs KIM
+31.8%
-10.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.2% |
| 7D | -0.7% | +2.8% | -3.5% | -2.2% |
| 30D | +10.3% | +16.3% | -6.1% | +1.7% |
| 3M | +10.2% | +6.6% | +3.5% | +6.3% |
| 6M | +34.4% | +12.3% | +22.1% | +26.8% |
| YTD | +19.6% | +31.6% | -12.0% | +5.7% |
| All | +21.7% | +31.8% | -10.1% | +6.9% |
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