+801.7%
CRS vs KIM
+63.6%
+738.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | -23.2% | +14.1% | -37.3% | -30.1% |
| 3M | -45.5% | +6.0% | -51.5% | -48.0% |
| 6M | -33.1% | +13.2% | -46.4% | -39.2% |
| YTD | -7.2% | +30.4% | -37.6% | -23.5% |
| 1Y | -10.0% | +31.0% | -41.1% | -26.2% |
| 3Y | +332.3% | +67.6% | +264.7% | +192.7% |
| 5Y | +801.9% | +35.8% | +766.1% | +603.9% |
| All | +801.7% | +63.6% | +738.1% | +441.1% |
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