-86.5%
CDE vs KIM
+3,080.3%
-3,166.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +18.8% | -1.7% | +20.5% | +19.5% |
| 3M | +23.5% | -0.8% | +24.3% | +23.3% |
| 6M | -8.6% | +4.4% | -13.0% | -10.4% |
| YTD | +16.0% | +21.2% | -5.2% | +7.0% |
| 1Y | +42.1% | +10.5% | +31.5% | +35.6% |
| 3Y | +835.9% | +47.5% | +788.4% | +700.6% |
| 5Y | +197.6% | +37.1% | +160.5% | +162.6% |
| 10Y | +39.6% | +29.5% | +10.1% | +12.0% |
| All | -86.5% | +3,080.3% | -3,166.8% | -93.4% |
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