-7.6%
CMG vs KIM
+45.1%
-52.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.5% | -1.0% | -5.5% | -6.2% |
| 30D | +12.1% | -1.1% | +13.2% | +12.5% |
| 3M | +20.6% | -5.3% | +25.9% | +22.5% |
| 6M | +2.1% | +3.9% | -1.8% | +0.7% |
| YTD | -2.6% | +20.3% | -22.9% | -8.2% |
| 1Y | -8.7% | +10.4% | -19.1% | -11.8% |
| All | -7.6% | +45.1% | -52.7% | -13.0% |
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