+1,857.0%
CVS vs KIM
+3,337.3%
-1,480.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -2.6% | +2.8% | -5.4% | -3.4% |
| 30D | +4.0% | +15.9% | -11.8% | +0.4% |
| 3M | -6.3% | +7.8% | -14.1% | -8.1% |
| 6M | -0.4% | +11.9% | -12.3% | -3.2% |
| YTD | +15.6% | +31.0% | -15.4% | +8.2% |
| 1Y | +18.3% | +32.3% | -14.0% | +10.5% |
| 3Y | +47.3% | +65.5% | -18.2% | +29.4% |
| 5Y | +13.2% | +37.2% | -24.0% | +2.5% |
| 10Y | +57.2% | +63.9% | -6.7% | +27.5% |
| All | +1,857.0% | +3,337.3% | -1,480.4% | +517.9% |
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