+100.5%
GD vs KIM
+34.6%
+66.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +8.6% | +14.1% | -5.5% | +4.3% |
| 3M | -7.1% | +6.0% | -13.1% | -8.8% |
| 6M | +7.5% | +13.2% | -5.8% | +3.2% |
| YTD | +9.9% | +30.4% | -20.5% | +0.8% |
| 1Y | +7.6% | +31.0% | -23.5% | -1.6% |
| 3Y | +56.2% | +67.6% | -11.4% | +31.2% |
| All | +100.5% | +34.6% | +66.0% | +78.0% |
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 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