+1,276.1%
CRDO vs KIM
+19.3%
+1,256.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | -35.3% | -1.7% | -33.6% | -34.8% |
| 3M | -32.6% | -7.1% | -25.4% | -30.9% |
| 6M | +42.7% | +2.9% | +39.8% | +38.3% |
| YTD | +11.4% | +18.8% | -7.4% | -0.9% |
| 1Y | -2.2% | +9.4% | -11.7% | -9.2% |
| 3Y | +912.1% | +44.6% | +867.5% | +655.9% |
| All | +1,276.1% | +19.3% | +1,256.7% | +1,045.9% |
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