+37.5%
CVX vs KIM
+10.4%
+27.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | +12.9% | -4.0% | +16.9% | +13.0% |
| 3M | +11.7% | +0.5% | +11.2% | +12.1% |
| 6M | +14.1% | +3.6% | +10.5% | +14.3% |
| YTD | +40.7% | +20.4% | +20.3% | +36.1% |
| 1Y | +37.5% | +9.7% | +27.8% | +28.9% |
| All | +37.5% | +10.4% | +27.1% | +28.9% |
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