+42.5%
CI vs KIM
+34.4%
+8.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +4.4% | -4.0% | +8.4% | +5.6% |
| 3M | +0.7% | +0.5% | +0.1% | +0.5% |
| 6M | +0.3% | +3.6% | -3.3% | -0.7% |
| YTD | +3.8% | +20.4% | -16.6% | -1.5% |
| 1Y | -5.5% | +9.7% | -15.2% | -8.0% |
| 3Y | +8.1% | +46.0% | -37.9% | -3.4% |
| All | +42.5% | +34.4% | +8.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling