+942.5%
CRDO vs KIM
+42.8%
+899.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -4.5% | -1.7% | -2.7% | -4.1% |
| 30D | -39.2% | -3.0% | -36.3% | -38.8% |
| 3M | -38.5% | -8.9% | -29.6% | -37.5% |
| 6M | +40.6% | +2.4% | +38.2% | +37.4% |
| YTD | +13.2% | +18.3% | -5.1% | +5.2% |
| 1Y | +2.3% | +8.2% | -5.9% | -1.8% |
| 3Y | +942.5% | +44.0% | +898.5% | +789.3% |
| All | +942.5% | +42.8% | +899.7% | +789.3% |
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