+1,057.5%
CMS vs KIM
+3,315.9%
-2,258.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.3% | +4.1% | -5.4% | -2.2% |
| 30D | +6.3% | +16.8% | -10.5% | +2.7% |
| 3M | -2.1% | +5.7% | -7.8% | -3.3% |
| 6M | -5.1% | +9.7% | -14.8% | -7.1% |
| YTD | +1.3% | +30.2% | -29.0% | -4.6% |
| 1Y | -1.4% | +32.1% | -33.5% | -7.4% |
| 3Y | +36.9% | +58.6% | -21.7% | +22.6% |
| 5Y | +32.5% | +31.2% | +1.4% | +22.3% |
| 10Y | +126.8% | +66.7% | +60.1% | +84.7% |
| All | +1,057.5% | +3,315.9% | -2,258.4% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling