+5,676.4%
CRM vs KIM
+197.1%
+5,479.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | +23.6% | -1.1% | +24.7% | +24.0% |
| 3M | +39.6% | -5.3% | +44.9% | +42.3% |
| 6M | +23.4% | +3.9% | +19.5% | +21.2% |
| YTD | -7.4% | +20.3% | -27.6% | -13.9% |
| 1Y | -2.3% | +10.4% | -12.8% | -6.5% |
| 3Y | +10.5% | +46.3% | -35.8% | -6.0% |
| 5Y | -4.7% | +37.6% | -42.3% | -17.6% |
| 10Y | +234.7% | +34.5% | +200.3% | +157.9% |
| All | +5,676.4% | +197.1% | +5,479.2% | +2,785.6% |
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