+73.1%
XOP vs KIM
+89.1%
-16.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | +0.5% | -1.0% | +1.5% | +0.9% |
| 30D | -7.3% | +14.8% | -22.1% | -12.8% |
| 3M | +1.4% | +8.1% | -6.8% | -2.2% |
| 6M | +7.8% | +11.7% | -3.9% | +2.1% |
| YTD | +44.5% | +30.7% | +13.8% | +27.5% |
| 1Y | +37.0% | +29.7% | +7.3% | +21.3% |
| 3Y | +40.8% | +65.1% | -24.3% | +11.3% |
| 5Y | +88.7% | +34.7% | +54.0% | +60.7% |
| 10Y | +49.9% | +64.1% | -14.3% | +10.9% |
| All | +73.1% | +89.1% | -16.0% | -3.7% |
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