+83.5%
CRL vs KIM
+33.1%
+50.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.6% | -10.8% | -6.9% |
| 7D | -12.8% | +10.6% | -23.4% | -12.3% |
| 30D | +5.0% | +17.5% | -12.5% | +5.1% |
| 3M | +39.4% | +4.7% | +34.7% | +40.9% |
| 6M | +89.4% | +13.1% | +76.2% | +86.9% |
| YTD | +63.6% | +32.1% | +31.5% | +52.6% |
| 1Y | +83.5% | +32.7% | +50.8% | +70.4% |
| All | +83.5% | +33.1% | +50.3% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling