+299.5%
CME vs KIM
+65.6%
+233.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | -0.6% | +2.8% | -3.4% | -1.3% |
| 30D | +8.5% | +16.3% | -7.8% | +4.5% |
| 3M | +16.0% | +6.6% | +9.4% | +14.1% |
| 6M | +9.3% | +12.3% | -3.0% | +6.0% |
| YTD | +15.3% | +31.6% | -16.2% | +7.3% |
| 1Y | +14.4% | +31.5% | -17.1% | +6.4% |
| 3Y | +59.9% | +68.0% | -8.1% | +36.9% |
| 5Y | +69.4% | +38.7% | +30.7% | +50.2% |
| 10Y | +299.5% | +65.7% | +233.8% | +191.2% |
| All | +299.5% | +65.6% | +233.9% | +191.2% |
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