+1,416.6%
CRS vs KIM
+37.3%
+1,379.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -0.5% | -1.0% | +0.4% | 0.0% |
| 30D | -18.1% | -1.1% | -17.0% | -17.6% |
| 3M | -12.4% | -5.3% | -7.1% | -9.8% |
| 6M | +15.9% | +3.9% | +12.0% | +12.2% |
| YTD | +45.8% | +20.3% | +25.6% | +27.5% |
| 1Y | +87.8% | +10.4% | +77.3% | +73.5% |
| 3Y | +648.7% | +46.3% | +602.4% | +446.5% |
| 5Y | +1,416.6% | +37.6% | +1,379.1% | +1,079.4% |
| All | +1,416.6% | +37.3% | +1,379.3% | +1,079.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling