-18.7%
CTVA vs KIM
+7.3%
-26.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.6% | -23.7% | -23.9% |
| 7D | -23.7% | -0.7% | -23.0% | -23.3% |
| 30D | -31.2% | +13.4% | -44.6% | -32.2% |
| 3M | -18.7% | +6.5% | -25.3% | -15.3% |
| All | -18.7% | +7.3% | -26.1% | -15.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling