Interesting observation. Given the number of cores you have, I'd imagine though that the extra 2% CPU activity is not going to make any difference to your machine's overall performance.
Just looking at the single-core Intel Atom system I have (#post 1), conky appears to cost around 2.3% in CPU activity (close to what you observed for a 12-core system!), and around 9 MB of RAM (broadly agreeing with the value given by
sudo ps_mem - see eugen-b in #post 2).
However, when I check how efficient the system is, in installing the linux419 package & subsequently updating the multiboot grub-bootmenu, I do see a slight increase in performance (i.e. processing time is 1.3% less), but this doesn't appear to be significant:
With i3wm conky ......... 364 ± 4 seconds
Without i3wm conky ....359 ± 3 seconds
(n=3 in both cases)