+51.2%
CI vs KIM
+34.6%
+16.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +2.6% | +14.1% | -11.6% | -1.1% |
| 3M | +7.4% | +6.0% | +1.4% | +5.7% |
| 6M | -0.1% | +13.2% | -13.3% | -3.5% |
| YTD | +9.7% | +30.4% | -20.6% | +1.9% |
| 1Y | +12.1% | +31.0% | -18.9% | +3.9% |
| 3Y | +7.0% | +67.6% | -60.6% | -7.9% |
| All | +51.2% | +34.6% | +16.7% | +37.6% |
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