+2,011.8%
CVS vs KIM
+3,058.9%
-1,047.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | -2.4% | -4.0% | +1.6% | -1.5% |
| 3M | +2.7% | +0.5% | +2.1% | +2.5% |
| 6M | +21.9% | +3.6% | +18.3% | +20.8% |
| YTD | +24.7% | +20.4% | +4.3% | +19.3% |
| 1Y | +35.4% | +9.7% | +25.7% | +32.3% |
| 3Y | +65.2% | +46.0% | +19.2% | +49.5% |
| 5Y | +30.5% | +34.4% | -3.9% | +19.0% |
| 10Y | +40.4% | +29.3% | +11.1% | +20.3% |
| All | +2,011.8% | +3,058.9% | -1,047.1% | +581.3% |
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