+105.1%
CTVA vs KIM
+37.3%
+67.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -5.8% | -1.0% | -4.8% | -5.5% |
| 30D | +11.1% | -1.1% | +12.1% | +11.5% |
| 3M | +13.2% | -5.3% | +18.5% | +15.3% |
| 6M | +8.7% | +3.9% | +4.8% | +6.8% |
| YTD | +27.3% | +20.3% | +7.0% | +18.2% |
| 1Y | +18.0% | +10.4% | +7.6% | +13.1% |
| 3Y | +76.5% | +46.3% | +30.2% | +50.6% |
| 5Y | +105.1% | +37.6% | +67.5% | +73.9% |
| All | +105.1% | +37.3% | +67.8% | +73.9% |
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