+3,909.1%
CMG vs KIM
+97.7%
+3,811.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +15.6% | +14.1% | +1.5% | +11.0% |
| 3M | +8.2% | +6.0% | +2.2% | +6.3% |
| 6M | +9.9% | +13.2% | -3.4% | +5.7% |
| YTD | -4.6% | +30.4% | -35.0% | -12.4% |
| 1Y | +12.4% | +31.0% | -18.6% | +3.2% |
| 3Y | -18.0% | +67.6% | -85.6% | -31.1% |
| 5Y | -5.3% | +35.8% | -41.1% | -15.7% |
| 10Y | +344.2% | +63.7% | +280.6% | +236.1% |
| All | +3,909.1% | +97.7% | +3,811.4% | +2,538.9% |
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