+17,479.4%
CTAS vs KIM
+3,329.3%
+14,150.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | +10.7% | +14.8% | -4.1% | +5.9% |
| 3M | +11.0% | +8.1% | +2.8% | +8.2% |
| 6M | +38.7% | +11.7% | +27.1% | +33.9% |
| YTD | +21.8% | +30.7% | -9.0% | +11.7% |
| 1Y | +23.6% | +29.7% | -6.2% | +13.6% |
| 3Y | +74.9% | +65.1% | +9.9% | +47.4% |
| 5Y | +119.5% | +34.7% | +84.8% | +95.1% |
| 10Y | +820.2% | +64.1% | +756.1% | +609.4% |
| All | +17,479.4% | +3,329.3% | +14,150.1% | +4,762.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling