+6.4%
OXY vs KIM
+32.5%
-26.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -1.7% | +4.6% | +3.9% |
| 30D | +5.5% | -3.0% | +8.4% | +7.3% |
| 3M | +11.3% | -8.9% | +20.2% | +17.2% |
| 6M | +11.6% | +2.4% | +9.2% | +8.6% |
| YTD | +51.6% | +18.3% | +33.2% | +34.7% |
| 1Y | +36.2% | +8.2% | +28.0% | +27.7% |
| 3Y | +1.7% | +44.0% | -42.3% | -22.5% |
| 5Y | +164.5% | +37.3% | +127.1% | +99.0% |
| All | +6.4% | +32.5% | -26.1% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling