+41.9%
CMI vs KIM
+10.4%
+31.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -13.4% | -4.0% | -9.5% | -13.5% |
| 3M | -17.0% | +0.5% | -17.5% | -18.0% |
| 6M | -1.6% | +3.6% | -5.3% | -3.5% |
| YTD | +11.0% | +20.4% | -9.4% | +7.9% |
| 1Y | +41.9% | +9.7% | +32.2% | +42.9% |
| All | +41.9% | +10.4% | +31.5% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling