+7.7%
CARR vs KIM
+35.1%
-27.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | -4.1% | -1.5% | -2.6% | -3.3% |
| 30D | -11.0% | -1.7% | -9.3% | -10.1% |
| 3M | -16.4% | -7.1% | -9.2% | -13.0% |
| 6M | -2.4% | +2.9% | -5.2% | -4.3% |
| YTD | +8.4% | +18.8% | -10.4% | -2.4% |
| 1Y | -8.0% | +9.4% | -17.4% | -13.2% |
| 3Y | +0.6% | +44.6% | -44.0% | -20.2% |
| 5Y | +7.7% | +37.9% | -30.2% | -11.7% |
| All | +7.7% | +35.1% | -27.3% | -11.7% |
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 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