+57.5%
CVE vs KIM
+31.2%
+26.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.2% |
| 7D | -10.0% | +2.8% | -12.7% | -9.2% |
| 30D | -11.9% | +15.9% | -27.7% | -9.1% |
| 3M | -5.9% | +7.8% | -13.7% | -4.4% |
| 6M | -1.6% | +11.9% | -13.4% | +1.4% |
| YTD | +66.3% | +31.0% | +35.2% | +65.4% |
| 1Y | +57.5% | +32.3% | +25.2% | +56.5% |
| All | +57.5% | +31.2% | +26.3% | +56.5% |
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