+66.4%
CME vs KIM
+65.6%
+0.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +11.3% | +14.1% | -2.8% | +10.5% |
| 3M | +19.6% | +6.0% | +13.6% | +19.0% |
| 6M | +8.1% | +13.2% | -5.2% | +7.3% |
| YTD | +20.4% | +30.4% | -10.0% | +18.8% |
| 1Y | +16.5% | +31.0% | -14.5% | +14.9% |
| 3Y | +66.4% | +67.6% | -1.2% | +71.7% |
| All | +66.4% | +65.6% | +0.9% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling