+41.9%
CVS vs KIM
+29.7%
+12.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | -1.1% | -5.3% | +4.2% | +0.2% |
| 6M | +23.7% | +3.9% | +19.8% | +22.5% |
| YTD | +23.0% | +20.3% | +2.7% | +17.5% |
| 1Y | +37.2% | +10.4% | +26.7% | +33.7% |
| 3Y | +62.4% | +46.3% | +16.1% | +46.6% |
| 5Y | +31.8% | +37.6% | -5.8% | +19.2% |
| 10Y | +41.9% | +34.5% | +7.4% | +14.5% |
| All | +41.9% | +29.7% | +12.2% | +14.5% |
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