+1,852.5%
OXY vs KIM
+3,319.9%
-1,467.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -4.3% | +14.1% | -18.4% | -9.5% |
| 3M | +2.3% | +6.0% | -3.7% | -0.4% |
| 6M | +5.5% | +13.2% | -7.7% | -0.4% |
| YTD | +44.9% | +30.4% | +14.5% | +28.5% |
| 1Y | +42.6% | +31.0% | +11.6% | +26.2% |
| 3Y | +0.7% | +67.6% | -66.9% | -20.4% |
| 5Y | +96.9% | +35.8% | +61.1% | +66.5% |
| 10Y | +18.8% | +63.7% | -44.9% | -8.6% |
| All | +1,852.5% | +3,319.9% | -1,467.4% | +635.8% |
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