+29.6%
GAP vs KIM
+29.7%
0.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.0% |
| 7D | -3.2% | -1.0% | -2.2% | -2.5% |
| 30D | -0.7% | -1.1% | +0.4% | +0.1% |
| 3M | -0.5% | -5.3% | +4.9% | +3.3% |
| 6M | -5.0% | +3.9% | -8.9% | -8.1% |
| YTD | -14.7% | +20.3% | -34.9% | -26.2% |
| 1Y | -8.6% | +10.4% | -19.1% | -15.8% |
| 3Y | +108.4% | +46.3% | +62.0% | +54.3% |
| 5Y | +5.8% | +37.6% | -31.8% | -17.0% |
| 10Y | +29.6% | +34.5% | -4.8% | -18.6% |
| All | +29.6% | +29.7% | 0.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling