+21,102.0%
CPRT vs KIM
+1,508.8%
+19,593.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | +2.8% | +1.2% | +3.4% |
| 30D | +18.2% | +15.9% | +2.3% | +14.3% |
| 3M | +9.2% | +7.8% | +1.4% | +7.3% |
| 6M | -4.8% | +11.9% | -16.7% | -7.2% |
| YTD | -17.5% | +31.0% | -48.5% | -22.6% |
| 1Y | -22.0% | +32.3% | -54.3% | -27.0% |
| 3Y | -33.7% | +65.5% | -99.2% | -41.6% |
| 5Y | -15.0% | +37.2% | -52.2% | -22.1% |
| 10Y | +385.2% | +63.9% | +321.3% | +297.2% |
| All | +21,102.0% | +1,508.8% | +19,593.2% | +11,567.9% |
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