-7.7%
GAP vs KIM
+31.2%
-38.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -9.3% | -1.0% | -8.3% | -8.7% |
| 30D | -5.5% | +14.8% | -20.3% | -12.4% |
| 3M | +3.5% | +8.1% | -4.7% | -0.8% |
| 6M | +0.7% | +11.7% | -11.0% | -6.4% |
| YTD | -13.4% | +30.7% | -44.1% | -31.0% |
| 1Y | -7.7% | +29.7% | -37.4% | -25.1% |
| All | -7.7% | +31.2% | -38.9% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling