+166.6%
CMI vs KIM
+36.7%
+130.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 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% | -15.1% |
| 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% | +34.3% |
| 3Y | +151.0% | +46.3% | +104.7% | +104.7% |
| All | +166.6% | +36.7% | +130.0% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling