+52.7%
CHYM vs KIM
+4.8%
+47.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +6.9% |
| 7D | +3.4% | -1.0% | +4.4% | +3.4% |
| 30D | +12.0% | -1.1% | +13.1% | +12.1% |
| 3M | +102.4% | -5.3% | +107.7% | +103.9% |
| 6M | +52.7% | +3.9% | +48.7% | +42.0% |
| All | +52.7% | +4.8% | +47.9% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling