+93.8%
GD vs KIM
+31.1%
+62.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.0% | +4.1% | -9.1% | -6.2% |
| 30D | +8.9% | +16.8% | -7.9% | +3.9% |
| 3M | -8.0% | +5.7% | -13.7% | -9.7% |
| 6M | +2.9% | +9.7% | -6.8% | -0.2% |
| YTD | +7.1% | +30.2% | -23.2% | -1.7% |
| 1Y | +5.9% | +32.1% | -26.2% | -3.3% |
| 3Y | +53.9% | +58.6% | -4.7% | +31.7% |
| All | +93.8% | +31.1% | +62.7% | +70.4% |
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