+14,678.1%
OKE vs KIM
+3,054.9%
+11,623.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | +6.1% | -1.1% | +7.1% | +6.5% |
| 3M | +10.4% | -5.3% | +15.8% | +12.6% |
| 6M | +14.2% | +3.9% | +10.2% | +12.2% |
| YTD | +35.3% | +20.3% | +15.1% | +26.0% |
| 1Y | +40.6% | +10.4% | +30.2% | +34.9% |
| 3Y | +72.2% | +46.3% | +25.9% | +47.9% |
| 5Y | +139.6% | +37.6% | +102.0% | +108.6% |
| 10Y | +259.1% | +34.5% | +224.6% | +201.2% |
| All | +14,678.1% | +3,054.9% | +11,623.2% | +4,610.4% |
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