+4,448.3%
CVX vs KIM
+3,337.3%
+1,111.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -6.2% | +2.8% | -9.0% | -7.0% |
| 30D | -0.4% | +15.9% | -16.2% | -4.7% |
| 3M | +9.3% | +7.8% | +1.5% | +6.8% |
| 6M | +18.4% | +11.9% | +6.5% | +14.1% |
| YTD | +42.5% | +31.0% | +11.4% | +30.8% |
| 1Y | +41.0% | +32.3% | +8.7% | +29.1% |
| 3Y | +67.5% | +65.5% | +2.0% | +42.1% |
| 5Y | +126.1% | +37.2% | +88.9% | +99.3% |
| 10Y | +198.8% | +63.9% | +134.8% | +133.9% |
| All | +4,448.3% | +3,337.3% | +1,111.0% | +1,789.0% |
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