+0.7%
OXY vs KIM
+65.6%
-64.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.3% | +14.1% | -18.4% | -8.0% |
| 3M | +2.3% | +6.0% | -3.7% | +0.5% |
| 6M | +5.5% | +13.2% | -7.7% | +1.0% |
| YTD | +44.9% | +30.4% | +14.5% | +30.2% |
| 1Y | +42.6% | +31.0% | +11.6% | +27.9% |
| 3Y | +0.7% | +67.6% | -66.9% | -13.6% |
| All | +0.7% | +65.6% | -64.8% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling