+91.4%
ORCL vs KIM
+34.4%
+57.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | +10.0% | -4.0% | +13.9% | +11.1% |
| 3M | -32.6% | +0.5% | -33.1% | -33.2% |
| 6M | +4.9% | +3.6% | +1.3% | +2.9% |
| YTD | -17.8% | +20.4% | -38.2% | -23.4% |
| 1Y | -28.0% | +9.7% | -37.7% | -31.0% |
| 3Y | +36.0% | +46.0% | -10.0% | +15.9% |
| All | +91.4% | +34.4% | +57.0% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling