+270.3%
ORCL vs KIM
+63.6%
+206.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +8.0% | +0.1% | +7.8% | +7.9% |
| 30D | -4.0% | +14.1% | -18.1% | -6.7% |
| 3M | -19.5% | +6.0% | -25.5% | -20.6% |
| 6M | -33.5% | +13.2% | -46.7% | -35.6% |
| YTD | -34.8% | +30.4% | -65.2% | -39.0% |
| 1Y | -41.6% | +31.0% | -72.6% | -45.5% |
| 3Y | +13.8% | +67.6% | -53.9% | -0.1% |
| 5Y | +43.4% | +35.8% | +7.6% | +30.7% |
| All | +270.3% | +63.6% | +206.7% | +203.5% |
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