+78.8%
CNQ vs KIM
+42.8%
+36.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +0.1% | -1.7% | +1.9% | +0.5% |
| 30D | +6.2% | -3.0% | +9.2% | +6.9% |
| 3M | +12.4% | -8.9% | +21.2% | +14.6% |
| 6M | +9.0% | +2.4% | +6.6% | +7.7% |
| YTD | +52.2% | +18.3% | +33.9% | +44.0% |
| 1Y | +65.0% | +8.2% | +56.9% | +60.2% |
| 3Y | +78.8% | +44.0% | +34.8% | +64.1% |
| All | +78.8% | +42.8% | +36.0% | +64.1% |
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