+12.6%
CNI vs KIM
+35.1%
-22.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.5% |
| 30D | -3.5% | -1.7% | -1.9% | -3.0% |
| 3M | +2.2% | -7.1% | +9.4% | +5.0% |
| 6M | +15.1% | +2.9% | +12.2% | +13.6% |
| YTD | +24.7% | +18.8% | +5.8% | +16.5% |
| 1Y | +33.4% | +9.4% | +23.9% | +28.4% |
| 3Y | +19.5% | +44.6% | -25.1% | +2.2% |
| 5Y | +12.6% | +37.9% | -25.4% | -0.9% |
| All | +12.6% | +35.1% | -22.5% | -0.9% |
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