+4,100.0%
CMG vs KIM
+82.6%
+4,017.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | +7.1% | -4.0% | +11.1% | +8.5% |
| 3M | +31.2% | +0.5% | +30.6% | +30.8% |
| 6M | +0.7% | +3.6% | -2.9% | -0.5% |
| YTD | -0.1% | +20.4% | -20.5% | -6.0% |
| 1Y | -10.7% | +9.7% | -20.4% | -13.4% |
| 3Y | -4.7% | +46.0% | -50.7% | -16.7% |
| 5Y | -3.8% | +34.4% | -38.2% | -14.4% |
| 10Y | +352.5% | +29.3% | +323.2% | +268.6% |
| All | +4,100.0% | +82.6% | +4,017.4% | +2,731.2% |
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