+204.9%
CVX vs KIM
+63.9%
+141.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -0.8% | +14.8% | -15.6% | -6.2% |
| 3M | +9.4% | +8.1% | +1.2% | +5.8% |
| 6M | +17.5% | +11.7% | +5.9% | +11.9% |
| YTD | +43.8% | +30.7% | +13.1% | +28.2% |
| 1Y | +41.9% | +29.7% | +12.1% | +26.8% |
| 3Y | +69.1% | +65.1% | +4.1% | +34.6% |
| 5Y | +128.3% | +34.7% | +93.6% | +92.4% |
| 10Y | +204.9% | +64.1% | +140.8% | +92.3% |
| All | +204.9% | +63.9% | +141.1% | +92.3% |
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