-24.4%
CPRT vs KIM
+46.2%
-70.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +16.6% | -4.0% | +20.6% | +18.1% |
| 3M | +9.6% | +0.5% | +9.0% | +9.6% |
| 6M | -11.1% | +3.6% | -14.7% | -12.0% |
| YTD | -13.9% | +20.4% | -34.3% | -18.4% |
| 1Y | -32.5% | +9.7% | -42.2% | -34.4% |
| All | -24.4% | +46.2% | -70.6% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling