+425.9%
CARR vs KIM
+229.2%
+196.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -8.7% | -1.1% | -7.6% | -8.3% |
| 3M | -18.4% | -5.3% | -13.0% | -16.7% |
| 6M | -0.6% | +3.9% | -4.5% | -2.3% |
| YTD | +10.9% | +20.3% | -9.3% | +2.7% |
| 1Y | -7.3% | +10.4% | -17.7% | -11.2% |
| 3Y | +2.9% | +46.3% | -43.4% | -12.1% |
| 5Y | +9.6% | +37.6% | -27.9% | -4.3% |
| All | +425.9% | +229.2% | +196.8% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling