+272.1%
CNQ vs KIM
+35.9%
+236.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.1% | -1.7% | +1.9% | +0.7% |
| 30D | +6.2% | -3.0% | +9.2% | +7.3% |
| 3M | +12.4% | -8.9% | +21.2% | +16.0% |
| 6M | +9.0% | +2.4% | +6.6% | +7.3% |
| YTD | +52.2% | +18.3% | +33.9% | +41.2% |
| 1Y | +65.0% | +8.2% | +56.9% | +58.4% |
| 3Y | +78.8% | +44.0% | +34.8% | +48.6% |
| All | +272.1% | +35.9% | +236.2% | +218.4% |
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