+174.0%
GD vs KIM
+64.9%
+109.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.9% | +2.8% | -4.6% | -2.7% |
| 30D | +10.9% | +15.9% | -5.0% | +6.2% |
| 3M | -6.8% | +7.8% | -14.5% | -8.8% |
| 6M | +7.0% | +11.9% | -4.9% | +3.3% |
| YTD | +11.1% | +31.0% | -19.9% | +2.2% |
| 1Y | +7.0% | +32.3% | -25.3% | -1.8% |
| 3Y | +59.9% | +65.5% | -5.5% | +35.9% |
| 5Y | +102.5% | +37.2% | +65.2% | +78.9% |
| 10Y | +174.0% | +63.9% | +110.1% | +93.7% |
| All | +174.0% | +64.9% | +109.1% | +93.7% |
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