+18.7%
CNI vs KIM
+45.1%
-26.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.9% | -1.0% | +1.8% | +1.2% |
| 30D | -2.1% | -1.1% | -1.0% | -1.8% |
| 3M | +1.8% | -5.3% | +7.1% | +3.7% |
| 6M | +14.8% | +3.9% | +10.9% | +13.1% |
| YTD | +25.4% | +20.3% | +5.1% | +17.3% |
| 1Y | +32.9% | +10.4% | +22.5% | +27.9% |
| All | +18.7% | +45.1% | -26.5% | +8.6% |
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 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