+115.6%
CRBG vs KIM
+35.4%
+80.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.4% |
| 30D | +2.6% | -3.0% | +5.6% | +4.1% |
| 3M | +24.0% | -8.9% | +32.9% | +29.5% |
| 6M | +50.5% | +2.4% | +48.1% | +47.8% |
| YTD | +17.1% | +18.3% | -1.2% | +6.3% |
| 1Y | +5.9% | +8.2% | -2.3% | +0.7% |
| 3Y | +122.7% | +44.0% | +78.7% | +80.2% |
| All | +115.6% | +35.4% | +80.3% | +77.5% |
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