+200.1%
GDDY vs KIM
+32.5%
+167.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | +6.8% | -3.0% | +9.8% | +7.6% |
| 3M | +30.5% | -8.9% | +39.3% | +33.5% |
| 6M | +13.3% | +2.4% | +10.9% | +12.6% |
| YTD | -21.0% | +18.3% | -39.3% | -24.3% |
| 1Y | -34.0% | +8.2% | -42.2% | -35.4% |
| 3Y | +33.1% | +44.0% | -11.0% | +20.7% |
| 5Y | +30.3% | +37.3% | -7.0% | +19.3% |
| All | +200.1% | +32.5% | +167.6% | +155.1% |
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