+8.9%
CRCL vs KIM
+18.6%
-9.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -11.2% | -1.7% | -9.5% | -10.7% |
| 30D | +27.1% | -3.0% | +30.1% | +28.4% |
| 3M | +9.6% | -8.9% | +18.5% | +14.1% |
| 6M | -19.7% | +2.4% | -22.1% | -22.9% |
| YTD | +14.2% | +18.3% | -4.1% | -4.4% |
| 1Y | -32.2% | +8.2% | -40.4% | -36.0% |
| All | +8.9% | +18.6% | -9.8% | -14.2% |
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