-9.9%
CPRT vs KIM
+37.7%
-47.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +9.9% | -1.7% | +11.6% | +10.6% |
| 3M | +5.6% | -0.8% | +6.5% | +6.0% |
| 6M | -13.6% | +4.4% | -18.0% | -15.2% |
| YTD | -16.7% | +21.2% | -38.0% | -23.2% |
| 1Y | -33.1% | +10.5% | -43.7% | -36.0% |
| 3Y | -27.1% | +47.5% | -74.5% | -39.8% |
| 5Y | -9.9% | +37.1% | -47.0% | -22.8% |
| All | -9.9% | +37.7% | -47.6% | -22.8% |
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