+98.8%
CVE vs KIM
+9.1%
+89.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | +16.7% | -5.1% | +21.8% | +15.7% |
| 3M | +9.3% | -0.6% | +9.9% | +9.4% |
| 6M | +43.6% | +2.4% | +41.2% | +44.2% |
| YTD | +93.6% | +19.0% | +74.6% | +89.5% |
| 1Y | +98.8% | +8.4% | +90.3% | +88.7% |
| All | +98.8% | +9.1% | +89.6% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling