+1.8%
SLB vs KIM
+65.0%
-63.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | -0.7% | +3.2% | +2.8% |
| 30D | +4.4% | +13.4% | -9.0% | -1.0% |
| 3M | -2.7% | +6.5% | -9.3% | -5.4% |
| 6M | -7.5% | +10.6% | -18.1% | -11.7% |
| YTD | +34.8% | +29.9% | +4.9% | +19.2% |
| 1Y | +44.6% | +29.6% | +15.0% | +28.0% |
| All | +1.8% | +65.0% | -63.1% | -15.9% |
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 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