+5.6%
CVS vs KIM
+33.1%
-27.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.6% | -16.1% | -13.1% |
| 7D | -11.1% | +10.6% | -21.7% | -13.7% |
| 30D | -7.4% | +17.5% | -24.9% | -12.0% |
| 3M | -22.9% | +4.7% | -27.6% | -24.1% |
| 6M | -1.2% | +13.1% | -14.3% | -3.9% |
| YTD | +3.9% | +32.1% | -28.2% | -1.2% |
| 1Y | +5.6% | +32.7% | -27.1% | +0.1% |
| All | +5.6% | +33.1% | -27.6% | +0.1% |
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