-99.7%
CYCU vs KIM
+27.9%
-127.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -12.6% | +14.1% | -26.7% | +3.4% |
| 3M | -59.1% | +6.0% | -65.1% | -55.8% |
| 6M | -68.2% | +13.2% | -81.4% | -69.0% |
| YTD | -89.6% | +30.4% | -120.0% | -90.4% |
| 1Y | -93.0% | +31.0% | -124.1% | -93.6% |
| All | -99.7% | +27.9% | -127.6% | -99.7% |
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