+25.9%
CMS vs KIM
+34.4%
-8.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | +0.4% | -0.1% | +0.2% |
| 30D | -3.6% | -4.0% | +0.4% | -2.4% |
| 3M | -1.9% | +0.5% | -2.5% | -2.1% |
| 6M | -11.0% | +3.6% | -14.6% | -11.9% |
| YTD | +0.2% | +20.4% | -20.2% | -5.4% |
| 1Y | -1.3% | +9.7% | -11.0% | -4.2% |
| 3Y | +35.9% | +46.0% | -10.1% | +19.5% |
| All | +25.9% | +34.4% | -8.6% | +12.6% |
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