+5,647.2%
CRH vs KIM
+3,017.4%
+2,629.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -4.8% | -1.5% | -3.3% | -4.2% |
| 30D | -13.1% | -1.7% | -11.4% | -12.6% |
| 3M | -12.0% | -7.1% | -4.8% | -9.6% |
| 6M | -16.9% | +2.9% | -19.8% | -17.8% |
| YTD | -29.0% | +18.8% | -47.8% | -33.6% |
| 1Y | -20.3% | +9.4% | -29.8% | -23.3% |
| 3Y | +69.2% | +44.6% | +24.7% | +45.7% |
| 5Y | +94.6% | +37.9% | +56.7% | +69.5% |
| 10Y | +250.3% | +32.9% | +217.4% | +180.7% |
| All | +5,647.2% | +3,017.4% | +2,629.8% | +2,594.0% |
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