+15,407.1%
CTAS vs KIM
+3,058.9%
+12,348.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -0.2% | -4.0% | +3.8% | +1.1% |
| 3M | +11.7% | +0.5% | +11.1% | +11.5% |
| 6M | +0.7% | +3.6% | -2.9% | -0.4% |
| YTD | +7.4% | +20.4% | -13.0% | +1.1% |
| 1Y | -2.1% | +9.7% | -11.8% | -5.1% |
| 3Y | +62.9% | +46.0% | +17.0% | +42.5% |
| 5Y | +111.9% | +34.4% | +77.4% | +88.2% |
| 10Y | +652.2% | +29.3% | +622.9% | +522.4% |
| All | +15,407.1% | +3,058.9% | +12,348.2% | +4,304.3% |
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