+40.7%
SLB vs KIM
+31.1%
+9.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -7.1% | +4.1% | -11.2% | -7.9% |
| 30D | +4.1% | +16.8% | -12.7% | +0.1% |
| 3M | -2.6% | +5.7% | -8.3% | -3.7% |
| 6M | -8.6% | +9.7% | -18.2% | -10.5% |
| YTD | +32.2% | +30.2% | +2.0% | +17.0% |
| 1Y | +40.7% | +32.1% | +8.5% | +22.9% |
| All | +40.7% | +31.1% | +9.5% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling