+76.4%
SLB vs KIM
+34.6%
+41.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +6.5% | +14.1% | -7.6% | +0.3% |
| 3M | -0.2% | +6.0% | -6.2% | -3.0% |
| 6M | -5.7% | +13.2% | -19.0% | -11.2% |
| YTD | +36.8% | +30.4% | +6.5% | +20.4% |
| 1Y | +45.8% | +31.0% | +14.7% | +28.0% |
| 3Y | +3.4% | +67.6% | -64.3% | -19.7% |
| All | +76.4% | +34.6% | +41.8% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling