+38.3%
CMS vs KIM
+66.0%
-27.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | +6.6% | +14.8% | -8.2% | +1.5% |
| 3M | +0.8% | +8.1% | -7.3% | -2.0% |
| 6M | -3.3% | +11.7% | -15.0% | -7.0% |
| YTD | +2.7% | +30.7% | -28.0% | -5.9% |
| 1Y | -4.0% | +29.7% | -33.8% | -11.9% |
| All | +38.3% | +66.0% | -27.7% | +11.0% |
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