+134.5%
CVE vs KIM
+64.5%
+70.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -16.1% | +4.1% | -20.2% | -18.1% |
| 30D | -10.4% | +16.8% | -27.2% | -17.9% |
| 3M | -2.4% | +5.7% | -8.1% | -5.7% |
| 6M | -4.4% | +9.7% | -14.1% | -10.1% |
| YTD | +64.9% | +30.2% | +34.7% | +40.2% |
| 1Y | +66.0% | +32.1% | +33.9% | +40.0% |
| 3Y | +57.7% | +58.6% | -0.9% | +17.0% |
| 5Y | +144.7% | +31.2% | +113.6% | +96.8% |
| All | +134.5% | +64.5% | +70.0% | +49.3% |
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