-9.7%
CRL vs KIM
+31.1%
-40.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +8.1% |
| 7D | -6.1% | +4.1% | -10.2% | -8.6% |
| 30D | +12.4% | +16.8% | -4.4% | +1.8% |
| 3M | +27.1% | +5.7% | +21.4% | +22.2% |
| 6M | +85.7% | +9.7% | +76.0% | +73.3% |
| YTD | +69.2% | +30.2% | +39.0% | +40.5% |
| 1Y | +97.5% | +32.1% | +65.4% | +62.5% |
| 3Y | +86.1% | +58.6% | +27.5% | +35.4% |
| All | -9.7% | +31.1% | -40.8% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling