+32.7%
KIM vs CAI
+12.6%
+20.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.6% |
| 7D | +10.6% | -6.3% | +16.9% | +10.5% |
| 30D | +17.5% | +9.3% | +8.2% | +17.6% |
| 3M | +4.7% | +106.3% | -101.6% | +5.0% |
| 6M | +13.1% | +77.7% | -64.6% | +13.2% |
| YTD | +32.1% | +23.1% | +8.9% | +30.9% |
| 1Y | +32.7% | +6.5% | +26.1% | +33.0% |
| All | +32.7% | +12.6% | +20.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling