+86.6%
XOP vs KIM
+39.0%
+47.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -8.4% | +2.8% | -11.1% | -9.6% |
| 30D | -8.4% | +15.9% | -24.2% | -14.6% |
| 3M | +0.2% | +7.8% | -7.6% | -3.5% |
| 6M | +7.2% | +11.9% | -4.7% | +0.9% |
| YTD | +40.8% | +31.0% | +9.8% | +21.3% |
| 1Y | +36.3% | +32.3% | +3.9% | +16.9% |
| 3Y | +37.2% | +65.5% | -28.3% | +2.2% |
| 5Y | +86.6% | +37.2% | +49.4% | +48.9% |
| All | +86.6% | +39.0% | +47.6% | +48.9% |
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 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