+231.7%
CTVA vs KIM
+83.6%
+148.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +11.9% | -4.0% | +15.9% | +13.6% |
| 3M | +13.7% | +0.5% | +13.1% | +13.2% |
| 6M | +13.1% | +3.6% | +9.5% | +11.3% |
| YTD | +32.0% | +20.4% | +11.5% | +22.6% |
| 1Y | +22.1% | +9.7% | +12.4% | +17.3% |
| 3Y | +77.5% | +46.0% | +31.5% | +51.7% |
| 5Y | +106.3% | +34.4% | +71.8% | +77.9% |
| All | +231.7% | +83.6% | +148.1% | +167.2% |
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