+152.4%
CMI vs KIM
+45.1%
+107.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.7% | -1.0% | +1.7% | +1.1% |
| 30D | -12.3% | -1.1% | -11.2% | -11.9% |
| 3M | -16.8% | -5.3% | -11.5% | -15.3% |
| 6M | +1.5% | +3.9% | -2.4% | -1.1% |
| YTD | +9.8% | +20.3% | -10.5% | -0.6% |
| 1Y | +42.6% | +10.4% | +32.1% | +34.5% |
| All | +152.4% | +45.1% | +107.2% | +114.2% |
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 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