+8,279.7%
EOG vs KIM
+3,058.9%
+5,220.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +8.2% | -4.0% | +12.1% | +9.7% |
| 3M | +3.8% | +0.5% | +3.3% | +3.4% |
| 6M | +15.3% | +3.6% | +11.7% | +13.2% |
| YTD | +41.7% | +20.4% | +21.3% | +31.5% |
| 1Y | +23.6% | +9.7% | +13.8% | +18.5% |
| 3Y | +23.3% | +46.0% | -22.7% | +4.9% |
| 5Y | +170.4% | +34.4% | +136.0% | +133.7% |
| 10Y | +125.5% | +29.3% | +96.2% | +85.2% |
| All | +8,279.7% | +3,058.9% | +5,220.8% | +3,074.1% |
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