+15.6%
CRCL vs KIM
+21.5%
-6.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.4% | -6.0% |
| 7D | +7.5% | -0.3% | +7.8% | +7.6% |
| 30D | +44.3% | -1.7% | +46.0% | +45.2% |
| 3M | +16.5% | -0.8% | +17.4% | +16.0% |
| 6M | -5.6% | +4.4% | -10.0% | -9.9% |
| YTD | +21.3% | +21.2% | 0.0% | +0.6% |
| 1Y | -14.5% | +10.5% | -25.0% | -19.6% |
| All | +15.6% | +21.5% | -6.0% | -9.7% |
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