+142.2%
CI vs KIM
+65.6%
+76.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +4.7% | +16.3% | -11.7% | +0.2% |
| 3M | +5.2% | +6.6% | -1.4% | +3.3% |
| 6M | +3.8% | +12.3% | -8.5% | +0.3% |
| YTD | +9.2% | +31.6% | -22.3% | +0.7% |
| 1Y | +14.3% | +31.5% | -17.2% | +5.3% |
| 3Y | +8.4% | +68.0% | -59.6% | -7.9% |
| 5Y | +50.0% | +38.7% | +11.3% | +32.5% |
| 10Y | +142.2% | +65.7% | +76.5% | +78.8% |
| All | +142.2% | +65.6% | +76.6% | +78.8% |
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