+52.6%
XOM vs KIM
+33.1%
+19.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -4.1% |
| 7D | -7.0% | +10.6% | -17.6% | -6.1% |
| 30D | +3.2% | +17.5% | -14.3% | +4.7% |
| 3M | +10.7% | +4.7% | +6.0% | +11.0% |
| 6M | +11.6% | +13.1% | -1.5% | +13.6% |
| YTD | +43.5% | +32.1% | +11.4% | +38.7% |
| 1Y | +52.6% | +32.7% | +19.9% | +47.3% |
| All | +52.6% | +33.1% | +19.5% | +47.3% |
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