+6,781.2%
CME vs KIM
+364.1%
+6,417.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +6.2% | -4.0% | +10.2% | +7.9% |
| 3M | +10.4% | +0.5% | +9.9% | +10.0% |
| 6M | -9.5% | +3.6% | -13.1% | -11.1% |
| YTD | +6.0% | +20.4% | -14.4% | -1.8% |
| 1Y | +9.3% | +9.7% | -0.4% | +4.7% |
| 3Y | +57.7% | +46.0% | +11.7% | +31.0% |
| 5Y | +77.7% | +34.4% | +43.2% | +48.0% |
| 10Y | +281.2% | +29.3% | +251.9% | +184.8% |
| All | +6,781.2% | +364.1% | +6,417.1% | +3,204.8% |
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