+188.5%
GD vs KIM
+64.5%
+124.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.0% | +4.1% | -9.1% | -6.1% |
| 30D | +8.9% | +16.8% | -7.9% | +4.1% |
| 3M | -8.0% | +5.7% | -13.7% | -9.6% |
| 6M | +2.9% | +9.7% | -6.8% | -0.1% |
| YTD | +7.1% | +30.2% | -23.2% | -1.3% |
| 1Y | +5.9% | +32.1% | -26.2% | -2.8% |
| 3Y | +53.9% | +58.6% | -4.7% | +32.5% |
| 5Y | +95.4% | +31.2% | +64.3% | +75.0% |
| All | +188.5% | +64.5% | +124.0% | +103.0% |
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