+3,326.8%
XOM vs KIM
+3,058.9%
+267.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +5.9% | -4.0% | +9.8% | +6.9% |
| 3M | +5.6% | +0.5% | +5.0% | +5.3% |
| 6M | +7.9% | +3.6% | +4.2% | +6.5% |
| YTD | +35.2% | +20.4% | +14.7% | +28.0% |
| 1Y | +46.0% | +9.7% | +36.3% | +41.6% |
| 3Y | +55.0% | +46.0% | +9.0% | +37.8% |
| 5Y | +246.3% | +34.4% | +211.9% | +210.5% |
| 10Y | +181.0% | +29.3% | +151.7% | +137.4% |
| All | +3,326.8% | +3,058.9% | +267.9% | +1,603.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling