+216.7%
CTVA vs KIM
+80.4%
+136.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.5% | -1.7% | -2.8% | -3.9% |
| 30D | +11.3% | -3.0% | +14.3% | +12.5% |
| 3M | +12.3% | -8.9% | +21.2% | +16.0% |
| 6M | +7.2% | +2.4% | +4.8% | +5.9% |
| YTD | +26.0% | +18.3% | +7.7% | +17.8% |
| 1Y | +16.0% | +8.2% | +7.8% | +12.1% |
| 3Y | +73.9% | +44.0% | +29.9% | +49.4% |
| 5Y | +103.8% | +37.3% | +66.4% | +74.4% |
| All | +216.7% | +80.4% | +136.3% | +156.8% |
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