+61.2%
CVS vs KIM
+63.0%
-1.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +10.4% | -0.7% | +11.1% | +10.6% |
| 30D | +3.3% | +13.4% | -10.1% | 0.0% |
| 3M | -4.5% | +6.5% | -11.1% | -6.2% |
| 6M | -4.4% | +10.6% | -15.0% | -6.9% |
| YTD | +16.6% | +29.9% | -13.3% | +9.1% |
| 1Y | +15.3% | +29.6% | -14.2% | +7.9% |
| 3Y | +48.6% | +64.1% | -15.5% | +30.2% |
| 5Y | +12.9% | +35.3% | -22.4% | +2.2% |
| All | +61.2% | +63.0% | -1.8% | +26.6% |
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