+115.8%
CMS vs KIM
+29.1%
+86.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -3.2% | -1.7% | -1.4% | -2.8% |
| 3M | -2.2% | -0.8% | -1.4% | -2.0% |
| 6M | -9.4% | +4.4% | -13.8% | -10.3% |
| YTD | +0.7% | +21.2% | -20.6% | -3.7% |
| 1Y | +0.4% | +10.5% | -10.2% | -2.0% |
| 3Y | +35.2% | +47.5% | -12.3% | +22.9% |
| 5Y | +24.1% | +37.1% | -13.0% | +13.4% |
| 10Y | +115.8% | +29.5% | +86.3% | +110.9% |
| All | +115.8% | +29.1% | +86.7% | +110.9% |
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 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