+34.5%
CMS vs KIM
+34.6%
-0.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.2% | +14.1% | -7.9% | +1.6% |
| 3M | +0.6% | +6.0% | -5.4% | -1.3% |
| 6M | -1.8% | +13.2% | -15.0% | -5.7% |
| YTD | +3.8% | +30.4% | -26.5% | -4.7% |
| 1Y | -1.8% | +31.0% | -32.8% | -10.0% |
| 3Y | +39.8% | +67.6% | -27.8% | +16.9% |
| All | +34.5% | +34.6% | -0.1% | +18.2% |
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