-99.6%
CYCU vs KIM
+16.6%
-116.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | -0.4% |
| 7D | -2.5% | -1.5% | -1.0% | -4.3% |
| 30D | -25.6% | -1.7% | -23.9% | -26.9% |
| 3M | -39.7% | -7.1% | -32.6% | -46.3% |
| 6M | -74.6% | +2.9% | -77.4% | -77.9% |
| YTD | -84.1% | +18.8% | -103.0% | -87.0% |
| 1Y | -92.5% | +9.4% | -101.9% | -93.7% |
| All | -99.6% | +16.6% | -116.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling