+139.1%
CI vs KIM
+29.1%
+110.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -2.4% | -1.7% | -0.6% | -1.9% |
| 3M | -4.8% | -0.8% | -3.9% | -4.6% |
| 6M | +2.1% | +4.4% | -2.3% | +0.7% |
| YTD | +1.4% | +21.2% | -19.9% | -4.3% |
| 1Y | -6.8% | +10.5% | -17.3% | -9.6% |
| 3Y | +3.3% | +47.5% | -44.2% | -9.0% |
| 5Y | +41.1% | +37.1% | +4.0% | +24.9% |
| 10Y | +139.1% | +29.5% | +109.6% | +84.9% |
| All | +139.1% | +29.1% | +110.0% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling