+22,034.1%
CPRT vs KIM
+1,378.5%
+20,655.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 3M | +9.6% | +0.5% | +9.0% | +9.4% |
| 6M | -11.1% | +3.6% | -14.7% | -11.9% |
| YTD | -13.9% | +20.4% | -34.3% | -17.6% |
| 1Y | -32.5% | +9.7% | -42.2% | -34.1% |
| 3Y | -25.0% | +46.0% | -71.0% | -32.1% |
| 5Y | -7.4% | +34.4% | -41.8% | -14.8% |
| 10Y | +422.0% | +29.3% | +392.7% | +349.3% |
| All | +22,034.1% | +1,378.5% | +20,655.6% | +12,315.6% |
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 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