+41,249.1%
ORCL vs KIM
+3,315.9%
+37,933.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +4.1% | -15.2% | -12.1% |
| 30D | -18.8% | +16.8% | -35.6% | -22.2% |
| 3M | -18.8% | +5.7% | -24.5% | -20.2% |
| 6M | -39.7% | +9.7% | -49.4% | -41.7% |
| YTD | -39.6% | +30.2% | -69.9% | -44.3% |
| 1Y | -51.7% | +32.1% | -83.8% | -55.7% |
| 3Y | +10.2% | +58.6% | -48.4% | -4.5% |
| 5Y | +30.8% | +31.2% | -0.3% | +17.9% |
| 10Y | +252.1% | +66.7% | +185.4% | +173.1% |
| All | +41,249.1% | +3,315.9% | +37,933.1% | +16,468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling