+148.6%
CVE vs KIM
+63.6%
+85.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | -10.9% | +14.1% | -25.0% | -17.4% |
| 3M | -4.5% | +6.0% | -10.5% | -7.9% |
| 6M | -1.0% | +13.2% | -14.2% | -8.5% |
| YTD | +74.7% | +30.4% | +44.4% | +48.4% |
| 1Y | +65.8% | +31.0% | +34.8% | +40.4% |
| 3Y | +73.2% | +67.6% | +5.6% | +24.4% |
| 5Y | +155.6% | +35.8% | +119.8% | +101.7% |
| All | +148.6% | +63.6% | +85.0% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling