+8.8%
XOP vs KIM
+11.0%
-2.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.5% |
| 7D | +5.2% | -0.7% | +5.8% | +5.0% |
| 30D | -8.4% | +13.4% | -21.8% | -6.6% |
| 3M | +2.9% | +6.5% | -3.6% | +3.8% |
| 6M | +8.8% | +10.6% | -1.8% | +16.3% |
| All | +8.8% | +11.0% | -2.1% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling