+92.6%
CAPR vs KIM
+34.4%
+58.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +139.2% | -4.0% | +143.2% | +143.9% |
| 3M | -66.4% | +0.5% | -66.9% | -66.8% |
| 6M | -63.1% | +3.6% | -66.7% | -64.1% |
| YTD | -67.4% | +20.4% | -87.9% | -70.7% |
| 1Y | +58.2% | +9.7% | +48.5% | +48.4% |
| 3Y | +42.2% | +46.0% | -3.8% | +17.7% |
| All | +92.6% | +34.4% | +58.2% | +69.5% |
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