-41.6%
ORCL vs KIM
+30.6%
-72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.1% |
| 7D | +8.0% | +0.1% | +7.8% | +8.1% |
| 30D | -4.0% | +14.1% | -18.1% | +7.2% |
| 3M | -19.5% | +6.0% | -25.5% | -15.2% |
| 6M | -33.5% | +13.2% | -46.7% | -26.8% |
| YTD | -34.8% | +30.4% | -65.2% | -17.1% |
| 1Y | -41.6% | +31.0% | -72.6% | -25.0% |
| All | -41.6% | +30.6% | -72.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling