+12.4%
GAP vs KIM
+36.8%
-24.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.8% |
| 30D | +9.0% | -4.0% | +13.0% | +12.7% |
| 3M | +5.0% | +0.5% | +4.5% | +3.9% |
| 6M | -17.8% | +3.6% | -21.4% | -20.9% |
| YTD | -10.4% | +20.4% | -30.8% | -24.5% |
| 1Y | -3.4% | +9.7% | -13.1% | -11.8% |
| 3Y | +111.5% | +46.0% | +65.5% | +47.2% |
| All | +12.4% | +36.8% | -24.3% | -16.6% |
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 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