+320.2%
CVE vs KIM
+34.4%
+285.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +16.7% | -4.0% | +20.7% | +18.6% |
| 3M | +9.3% | +0.5% | +8.7% | +8.5% |
| 6M | +43.6% | +3.6% | +40.0% | +40.4% |
| YTD | +93.6% | +20.4% | +73.2% | +76.5% |
| 1Y | +98.8% | +9.7% | +89.1% | +88.7% |
| 3Y | +73.6% | +46.0% | +27.6% | +41.7% |
| All | +320.2% | +34.4% | +285.7% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling