+94.1%
CRH vs KIM
+35.9%
+58.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -1.7% | -4.3% | -5.2% |
| 30D | -9.3% | -3.0% | -6.3% | -7.9% |
| 3M | -15.2% | -8.9% | -6.3% | -11.1% |
| 6M | -14.2% | +2.4% | -16.6% | -15.4% |
| YTD | -28.3% | +18.3% | -46.6% | -34.5% |
| 1Y | -21.8% | +8.2% | -30.0% | -25.3% |
| 3Y | +71.6% | +44.0% | +27.6% | +38.2% |
| All | +94.1% | +35.9% | +58.3% | +62.7% |
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 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