+53,441.7%
ORLY vs KIM
+1,639.4%
+51,802.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -8.2% | -1.7% | -6.5% | -7.8% |
| 3M | -3.5% | -0.8% | -2.7% | -3.3% |
| 6M | -9.2% | +4.4% | -13.6% | -10.3% |
| YTD | -5.8% | +21.2% | -27.1% | -10.6% |
| 1Y | -19.3% | +10.5% | -29.8% | -21.6% |
| 3Y | +34.4% | +47.5% | -13.1% | +19.4% |
| 5Y | +117.8% | +37.1% | +80.8% | +94.0% |
| 10Y | +356.9% | +29.5% | +327.5% | +280.6% |
| All | +53,441.7% | +1,639.4% | +51,802.3% | +19,787.3% |
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