+86.1%
CRL vs KIM
+57.8%
+28.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +8.0% |
| 7D | -6.1% | +4.1% | -10.2% | -8.3% |
| 30D | +12.4% | +16.8% | -4.4% | +2.6% |
| 3M | +27.1% | +5.7% | +21.4% | +22.8% |
| 6M | +85.7% | +9.7% | +76.0% | +73.9% |
| YTD | +69.2% | +30.2% | +39.0% | +40.2% |
| 1Y | +97.5% | +32.1% | +65.4% | +62.0% |
| 3Y | +86.1% | +58.6% | +27.5% | +37.3% |
| All | +86.1% | +57.8% | +28.3% | +37.3% |
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