+58.6%
CVE vs KIM
+58.5%
+0.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.5% |
| 7D | -14.1% | +5.0% | -19.0% | -15.2% |
| 30D | -11.6% | +15.8% | -27.4% | -15.1% |
| 3M | 0.0% | +4.3% | -4.2% | -1.2% |
| 6M | -8.4% | +11.4% | -19.8% | -11.6% |
| YTD | +65.9% | +30.8% | +35.1% | +50.2% |
| 1Y | +69.4% | +31.4% | +38.0% | +53.0% |
| All | +58.6% | +58.5% | +0.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling