-3.1%
SLB vs KIM
+27.5%
-30.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +15.8% | -4.0% | +19.8% | +18.1% |
| 3M | -0.3% | +0.5% | -0.9% | -1.1% |
| 6M | +21.3% | +3.6% | +17.7% | +18.5% |
| YTD | +52.3% | +20.4% | +31.9% | +37.0% |
| 1Y | +63.6% | +9.7% | +53.9% | +54.5% |
| 3Y | +3.8% | +46.0% | -42.2% | -17.7% |
| 5Y | +128.6% | +34.4% | +94.2% | +84.5% |
| All | -3.1% | +27.5% | -30.7% | -37.1% |
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