+815.9%
CRS vs KIM
+34.6%
+781.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.9% |
| 3M | -45.5% | +6.0% | -51.5% | -47.8% |
| 6M | -33.1% | +13.2% | -46.4% | -39.2% |
| YTD | -7.2% | +30.4% | -37.6% | -23.7% |
| 1Y | -10.0% | +31.0% | -41.1% | -26.4% |
| 3Y | +332.3% | +67.6% | +264.7% | +182.2% |
| All | +815.9% | +34.6% | +781.3% | +615.0% |
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