+1,434.2%
CRL vs KIM
+569.9%
+864.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.3% | +7.9% |
| 7D | -6.1% | +4.1% | -10.2% | -7.1% |
| 30D | +12.4% | +16.8% | -4.4% | +7.8% |
| 3M | +27.1% | +5.7% | +21.4% | +25.0% |
| 6M | +85.7% | +9.7% | +76.0% | +80.6% |
| YTD | +69.2% | +30.2% | +39.0% | +57.3% |
| 1Y | +97.5% | +32.1% | +65.4% | +83.0% |
| 3Y | +86.1% | +58.6% | +27.5% | +65.4% |
| 5Y | -10.0% | +31.2% | -41.2% | -16.5% |
| 10Y | +395.0% | +66.7% | +328.3% | +305.0% |
| All | +1,434.2% | +569.9% | +864.3% | +544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling