+166.0%
CVX vs KIM
+37.7%
+128.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +13.4% | -1.7% | +15.1% | +14.0% |
| 3M | +11.8% | -0.8% | +12.7% | +11.9% |
| 6M | +12.4% | +4.4% | +8.0% | +10.6% |
| YTD | +41.5% | +21.2% | +20.3% | +32.7% |
| 1Y | +41.6% | +10.5% | +31.1% | +36.5% |
| 3Y | +42.2% | +47.5% | -5.3% | +24.0% |
| 5Y | +166.0% | +37.1% | +128.9% | +128.8% |
| All | +166.0% | +37.7% | +128.2% | +128.8% |
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