+251.6%
ORCL vs KIM
+65.6%
+186.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | +0.5% | +2.8% | -2.4% | -0.1% |
| 30D | -15.3% | +16.3% | -31.6% | -18.0% |
| 3M | -18.2% | +6.6% | -24.9% | -19.4% |
| 6M | -38.4% | +12.3% | -50.7% | -40.3% |
| YTD | -37.7% | +31.6% | -69.3% | -41.8% |
| 1Y | -49.3% | +31.5% | -80.8% | -52.7% |
| 3Y | +10.6% | +68.0% | -57.4% | -2.9% |
| 5Y | +35.5% | +38.7% | -3.2% | +23.1% |
| 10Y | +251.6% | +65.7% | +185.9% | +183.2% |
| All | +251.6% | +65.6% | +186.0% | +183.2% |
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