+1,325.8%
CRWD vs KIM
+77.5%
+1,248.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.0% | -1.7% | -1.2% | -2.7% |
| 30D | -6.8% | -3.0% | -3.8% | -6.4% |
| 3M | +19.6% | -8.9% | +28.5% | +21.3% |
| 6M | +87.1% | +2.4% | +84.7% | +85.6% |
| YTD | +76.4% | +18.3% | +58.1% | +70.1% |
| 1Y | +90.8% | +8.2% | +82.6% | +87.0% |
| 3Y | +380.0% | +44.0% | +335.9% | +342.3% |
| 5Y | +215.6% | +37.3% | +178.3% | +196.0% |
| All | +1,325.8% | +77.5% | +1,248.3% | +1,410.2% |
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