+503.2%
CMI vs KIM
+32.5%
+470.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.2% |
| 30D | -12.4% | -3.0% | -9.4% | -11.6% |
| 3M | -14.8% | -8.9% | -5.9% | -12.5% |
| 6M | +0.8% | +2.4% | -1.6% | -0.4% |
| YTD | +10.2% | +18.3% | -8.1% | +3.7% |
| 1Y | +37.4% | +8.2% | +29.3% | +33.0% |
| 3Y | +153.3% | +44.0% | +109.2% | +123.0% |
| 5Y | +167.6% | +37.3% | +130.2% | +137.6% |
| All | +503.2% | +32.5% | +470.7% | +349.6% |
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