+71.0%
CME vs KIM
+31.1%
+39.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | +4.1% | -3.2% | +0.3% |
| 30D | +13.2% | +16.8% | -3.6% | +10.4% |
| 3M | +16.3% | +5.7% | +10.6% | +15.2% |
| 6M | +7.1% | +9.7% | -2.5% | +5.4% |
| YTD | +15.8% | +30.2% | -14.4% | +10.8% |
| 1Y | +17.1% | +32.1% | -15.0% | +11.7% |
| 3Y | +63.2% | +58.6% | +4.6% | +48.5% |
| All | +71.0% | +31.1% | +39.9% | +60.1% |
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