+122.5%
CRWV vs KIM
+17.8%
+104.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | -17.4% | -3.0% | -14.4% | -17.0% |
| 3M | -7.1% | -8.9% | +1.8% | -6.0% |
| 6M | +8.6% | +2.4% | +6.2% | +4.5% |
| YTD | +24.3% | +18.3% | +5.9% | +10.0% |
| 1Y | -21.0% | +8.2% | -29.2% | -24.9% |
| All | +122.5% | +17.8% | +104.7% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling