+244.8%
ORCL vs KIM
+64.5%
+180.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +4.1% | -15.2% | -11.9% |
| 30D | -18.8% | +16.8% | -35.6% | -21.5% |
| 3M | -18.8% | +5.7% | -24.5% | -19.8% |
| 6M | -39.7% | +9.7% | -49.4% | -41.3% |
| YTD | -39.6% | +30.2% | -69.9% | -43.5% |
| 1Y | -51.7% | +32.1% | -83.8% | -55.0% |
| 3Y | +10.2% | +58.6% | -48.4% | -2.0% |
| 5Y | +30.8% | +31.2% | -0.3% | +20.1% |
| All | +244.8% | +64.5% | +180.3% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling