+368.9%
CRL vs KIM
+65.6%
+303.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.4% |
| 7D | +4.4% | +2.8% | +1.5% | +3.3% |
| 30D | +17.1% | +16.3% | +0.7% | +11.1% |
| 3M | +32.1% | +6.6% | +25.4% | +28.9% |
| 6M | +98.9% | +12.3% | +86.6% | +90.3% |
| YTD | +77.1% | +31.6% | +45.6% | +60.3% |
| 1Y | +110.3% | +31.5% | +78.8% | +90.4% |
| 3Y | +108.5% | +68.0% | +40.5% | +75.7% |
| 5Y | -7.9% | +38.7% | -46.6% | -18.1% |
| 10Y | +368.9% | +65.7% | +303.2% | +246.7% |
| All | +368.9% | +65.6% | +303.3% | +246.7% |
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 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