+322.0%
CMG vs KIM
+32.5%
+289.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.1% | -1.7% | -0.3% | -1.6% |
| 30D | +10.9% | -3.0% | +13.9% | +11.9% |
| 3M | +15.8% | -8.9% | +24.7% | +18.9% |
| 6M | +6.9% | +2.4% | +4.6% | +6.1% |
| YTD | -2.2% | +18.3% | -20.5% | -6.9% |
| 1Y | -7.1% | +8.2% | -15.3% | -9.2% |
| 3Y | -7.1% | +44.0% | -51.2% | -17.2% |
| 5Y | -4.8% | +37.3% | -42.1% | -14.3% |
| All | +322.0% | +32.5% | +289.5% | +238.4% |
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