+412.4%
CPRT vs KIM
+29.7%
+382.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | +8.2% | -1.1% | +9.3% | +8.6% |
| 3M | +2.3% | -5.3% | +7.6% | +3.9% |
| 6M | -14.7% | +3.9% | -18.7% | -15.7% |
| YTD | -18.2% | +20.3% | -38.5% | -22.5% |
| 1Y | -33.4% | +10.4% | -43.8% | -35.4% |
| 3Y | -28.3% | +46.3% | -74.6% | -36.6% |
| 5Y | -9.8% | +37.6% | -47.4% | -19.1% |
| 10Y | +412.4% | +34.5% | +377.9% | +305.0% |
| All | +412.4% | +29.7% | +382.7% | +305.0% |
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