+8.5%
CRCL vs KIM
+19.1%
-10.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | -12.5% | -1.5% | -11.0% | -12.1% |
| 30D | +26.9% | -1.7% | +28.6% | +27.5% |
| 3M | +14.4% | -7.1% | +21.6% | +17.9% |
| 6M | -23.5% | +2.9% | -26.4% | -26.7% |
| YTD | +13.9% | +18.8% | -5.0% | -4.8% |
| 1Y | -20.6% | +9.4% | -30.0% | -25.7% |
| All | +8.5% | +19.1% | -10.6% | -14.6% |
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