+97.2%
GD vs KIM
+34.4%
+62.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | +5.7% | +0.5% | +5.2% | +5.4% |
| 6M | -0.9% | +3.6% | -4.6% | -2.2% |
| YTD | +8.2% | +20.4% | -12.3% | +1.9% |
| 1Y | +13.4% | +9.7% | +3.7% | +9.9% |
| 3Y | +68.5% | +46.0% | +22.5% | +48.7% |
| All | +97.2% | +34.4% | +62.8% | +76.9% |
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