+7,418.1%
CME vs KIM
+401.9%
+7,016.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | +4.1% | -3.2% | -0.6% |
| 30D | +13.2% | +16.8% | -3.6% | +6.6% |
| 3M | +16.3% | +5.7% | +10.6% | +13.7% |
| 6M | +7.1% | +9.7% | -2.5% | +3.0% |
| YTD | +15.8% | +30.2% | -14.4% | +4.0% |
| 1Y | +17.1% | +32.1% | -15.0% | +4.5% |
| 3Y | +63.2% | +58.6% | +4.6% | +31.6% |
| 5Y | +70.2% | +31.2% | +39.1% | +43.7% |
| 10Y | +337.0% | +66.7% | +270.3% | +193.3% |
| All | +7,418.1% | +401.9% | +7,016.2% | +3,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling