+34.7%
CMS vs KIM
+31.1%
+3.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.3% | +4.1% | -5.4% | -2.6% |
| 30D | +6.3% | +16.8% | -10.5% | +1.0% |
| 3M | -2.1% | +5.7% | -7.8% | -3.9% |
| 6M | -5.1% | +9.7% | -14.8% | -8.0% |
| YTD | +1.3% | +30.2% | -29.0% | -7.0% |
| 1Y | -1.4% | +32.1% | -33.5% | -9.9% |
| 3Y | +36.9% | +58.6% | -21.7% | +16.5% |
| All | +34.7% | +31.1% | +3.6% | +17.5% |
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