+132.3%
CMS vs KIM
+65.6%
+66.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.9% | +2.8% | -3.7% | -1.5% |
| 30D | +7.1% | +16.3% | -9.3% | +3.4% |
| 3M | -1.3% | +6.6% | -7.9% | -2.7% |
| 6M | -2.7% | +12.3% | -15.0% | -5.2% |
| YTD | +2.6% | +31.6% | -28.9% | -3.6% |
| 1Y | -2.0% | +31.5% | -33.5% | -7.9% |
| 3Y | +39.6% | +68.0% | -28.4% | +23.6% |
| 5Y | +35.3% | +38.7% | -3.4% | +23.3% |
| 10Y | +132.3% | +65.7% | +66.6% | +97.1% |
| All | +132.3% | +65.6% | +66.7% | +97.1% |
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