+73.2%
CVE vs KIM
+33.1%
+40.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -6.6% |
| 7D | -12.1% | +10.6% | -22.7% | -10.0% |
| 30D | -9.8% | +17.5% | -27.3% | -6.8% |
| 3M | -0.7% | +4.7% | -5.4% | +0.3% |
| 6M | -4.3% | +13.1% | -17.5% | -1.2% |
| YTD | +70.6% | +32.1% | +38.5% | +70.0% |
| 1Y | +73.2% | +32.7% | +40.5% | +73.0% |
| All | +73.2% | +33.1% | +40.0% | +73.0% |
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