+46.1%
ORCL vs KIM
+36.8%
+9.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | -6.6% | +14.8% | -21.3% | -9.9% |
| 3M | -11.4% | +8.1% | -19.6% | -13.3% |
| 6M | -33.3% | +11.7% | -45.0% | -35.9% |
| YTD | -33.3% | +30.7% | -64.0% | -39.3% |
| 1Y | -44.9% | +29.7% | -74.6% | -49.8% |
| 3Y | +17.6% | +65.1% | -47.5% | -3.6% |
| 5Y | +46.1% | +34.7% | +11.4% | +29.7% |
| All | +46.1% | +36.8% | +9.3% | +29.7% |
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