+70.8%
GD vs KIM
+46.3%
+24.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -6.4% | -4.0% | -2.4% | -5.5% |
| 3M | +5.7% | +0.5% | +5.2% | +5.4% |
| 6M | -0.9% | +3.6% | -4.6% | -2.1% |
| YTD | +8.2% | +20.4% | -12.3% | +2.6% |
| 1Y | +13.4% | +9.7% | +3.7% | +10.2% |
| All | +70.8% | +46.3% | +24.5% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling