+1,339.5%
CRS vs KIM
+33.1%
+1,306.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | -16.6% | -1.7% | -14.9% | -15.7% |
| 3M | -14.3% | -7.1% | -7.1% | -10.4% |
| 6M | +11.6% | +2.9% | +8.7% | +8.8% |
| YTD | +42.6% | +18.8% | +23.7% | +25.8% |
| 1Y | +81.8% | +9.4% | +72.4% | +69.0% |
| 3Y | +632.1% | +44.6% | +587.5% | +449.1% |
| 5Y | +1,401.6% | +37.9% | +1,363.7% | +1,060.6% |
| All | +1,339.5% | +33.1% | +1,306.4% | +1,024.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling