+58.8%
XOM vs KIM
+45.1%
+13.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | +3.4% | -1.1% | +4.5% | +3.7% |
| 3M | +11.0% | -5.3% | +16.3% | +12.2% |
| 6M | +10.6% | +3.9% | +6.7% | +9.3% |
| YTD | +39.2% | +20.3% | +18.9% | +32.0% |
| 1Y | +52.7% | +10.4% | +42.3% | +48.0% |
| All | +58.8% | +45.1% | +13.6% | +50.4% |
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