+421.5%
CARR vs KIM
+223.9%
+197.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -3.8% | -1.7% | -2.0% | -3.1% |
| 30D | -8.9% | -3.0% | -6.0% | -7.8% |
| 3M | -17.3% | -8.9% | -8.4% | -14.3% |
| 6M | -1.4% | +2.4% | -3.8% | -2.5% |
| YTD | +10.0% | +18.3% | -8.3% | +2.5% |
| 1Y | -6.4% | +8.2% | -14.5% | -9.6% |
| 3Y | +1.5% | +44.0% | -42.5% | -12.7% |
| 5Y | +9.3% | +37.3% | -28.0% | -4.3% |
| All | +421.5% | +223.9% | +197.6% | +237.3% |
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