+244.3%
CRL vs KIM
+29.1%
+215.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | +5.0% | -1.7% | +6.7% | +5.5% |
| 3M | +50.6% | -0.8% | +51.4% | +50.6% |
| 6M | +60.9% | +4.4% | +56.5% | +58.0% |
| YTD | +40.7% | +21.2% | +19.5% | +31.2% |
| 1Y | +73.3% | +10.5% | +62.8% | +66.7% |
| 3Y | +40.6% | +47.5% | -6.9% | +23.5% |
| 5Y | -37.0% | +37.1% | -74.1% | -43.4% |
| 10Y | +244.3% | +29.5% | +214.8% | +198.1% |
| All | +244.3% | +29.1% | +215.2% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling