+140.4%
CI vs KIM
+29.1%
+111.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | -4.2% | -0.8% | -3.4% | -4.1% |
| 6M | +2.7% | +4.4% | -1.7% | +1.3% |
| YTD | +1.9% | +21.2% | -19.3% | -3.8% |
| 1Y | -6.3% | +10.5% | -16.8% | -9.1% |
| 3Y | +3.9% | +47.5% | -43.6% | -8.5% |
| 5Y | +41.9% | +37.1% | +4.8% | +25.6% |
| 10Y | +140.4% | +29.5% | +110.9% | +85.9% |
| All | +140.4% | +29.1% | +111.3% | +85.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling