+1,906.5%
OXY vs KIM
+3,080.3%
-1,173.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +8.5% | -1.7% | +10.2% | +9.2% |
| 3M | +6.0% | -0.8% | +6.8% | +6.0% |
| 6M | +13.0% | +4.4% | +8.6% | +10.1% |
| YTD | +48.9% | +21.2% | +27.6% | +36.4% |
| 1Y | +36.4% | +10.5% | +25.9% | +29.7% |
| 3Y | -2.3% | +47.5% | -49.8% | -18.7% |
| 5Y | +160.6% | +37.1% | +123.5% | +119.9% |
| 10Y | +2.0% | +29.5% | -27.5% | -14.7% |
| All | +1,906.5% | +3,080.3% | -1,173.9% | +681.0% |
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