+5,506.2%
CNQ vs KIM
+495.4%
+5,010.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | -1.7% | +1.0% | -0.1% |
| 30D | +5.3% | -3.0% | +8.2% | +6.5% |
| 3M | +11.4% | -8.9% | +20.2% | +15.3% |
| 6M | +8.1% | +2.4% | +5.7% | +6.4% |
| YTD | +50.9% | +18.3% | +32.5% | +39.9% |
| 1Y | +63.6% | +8.2% | +55.4% | +56.9% |
| 3Y | +77.2% | +44.0% | +33.2% | +48.7% |
| 5Y | +282.5% | +37.3% | +245.2% | +222.4% |
| 10Y | +416.1% | +32.3% | +383.8% | +314.4% |
| All | +5,506.2% | +495.4% | +5,010.8% | +2,698.2% |
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 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