+648.9%
CRS vs KIM
+47.7%
+601.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | -3.1% | -0.3% | -2.7% | -2.9% |
| 30D | -19.6% | -1.7% | -17.9% | -19.0% |
| 3M | -8.1% | -0.8% | -7.3% | -8.2% |
| 6M | +18.6% | +4.4% | +14.2% | +15.5% |
| YTD | +45.9% | +21.2% | +24.6% | +31.5% |
| 1Y | +82.5% | +10.5% | +71.9% | +72.4% |
| 3Y | +648.9% | +47.5% | +601.4% | +479.1% |
| All | +648.9% | +47.7% | +601.2% | +479.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling