+4,391.9%
CVX vs KIM
+3,058.9%
+1,333.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +12.9% | -4.0% | +16.9% | +14.2% |
| 3M | +11.7% | +0.5% | +11.2% | +11.4% |
| 6M | +14.1% | +3.6% | +10.5% | +12.6% |
| YTD | +40.7% | +20.4% | +20.3% | +32.6% |
| 1Y | +37.5% | +9.7% | +27.8% | +33.1% |
| 3Y | +43.9% | +46.0% | -2.1% | +26.6% |
| 5Y | +161.5% | +34.4% | +127.0% | +131.9% |
| 10Y | +215.1% | +29.3% | +185.8% | +162.8% |
| All | +4,391.9% | +3,058.9% | +1,333.0% | +1,815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling