+4.5%
GAP vs KIM
+33.6%
-29.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -5.2% | -0.7% | -4.5% | -4.6% |
| 30D | -6.9% | +13.4% | -20.3% | -16.3% |
| 3M | +5.7% | +6.5% | -0.8% | +0.2% |
| 6M | +0.9% | +10.6% | -9.7% | -7.9% |
| YTD | -14.5% | +29.9% | -44.4% | -32.6% |
| 1Y | -12.1% | +29.6% | -41.7% | -30.5% |
| 3Y | +72.2% | +64.1% | +8.1% | +8.0% |
| 5Y | +4.5% | +35.3% | -30.7% | -20.9% |
| All | +4.5% | +33.6% | -29.0% | -20.9% |
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