-99.7%
CYCU vs KIM
+28.3%
-127.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -2.9% |
| 30D | -14.2% | +14.8% | -29.0% | +2.3% |
| 3M | -47.3% | +8.1% | -55.4% | -41.6% |
| 6M | -67.3% | +11.7% | -79.0% | -67.8% |
| YTD | -88.8% | +30.7% | -119.5% | -89.6% |
| 1Y | -90.6% | +29.7% | -120.4% | -91.3% |
| All | -99.7% | +28.3% | -127.9% | -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 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