+217.2%
CVX vs KIM
+33.1%
+184.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +0.7% | -1.5% | +2.2% | +1.3% |
| 30D | +9.1% | -1.7% | +10.8% | +9.8% |
| 3M | +13.1% | -7.1% | +20.2% | +16.2% |
| 6M | +16.3% | +2.9% | +13.4% | +14.4% |
| YTD | +43.5% | +18.8% | +24.6% | +33.1% |
| 1Y | +40.2% | +9.4% | +30.7% | +34.1% |
| 3Y | +44.2% | +44.6% | -0.3% | +21.0% |
| 5Y | +170.6% | +37.9% | +132.7% | +124.8% |
| All | +217.2% | +33.1% | +184.2% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling