+98.8%
CRL vs KIM
+65.6%
+33.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +11.9% | +14.1% | -2.2% | +3.6% |
| 3M | +20.2% | +6.0% | +14.2% | +16.0% |
| 6M | +107.5% | +13.2% | +94.3% | +90.4% |
| YTD | +69.4% | +30.4% | +39.0% | +40.4% |
| 1Y | +99.7% | +31.0% | +68.7% | +65.0% |
| 3Y | +98.8% | +67.6% | +31.1% | +47.7% |
| All | +98.8% | +65.6% | +33.2% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling