+381.9%
GDDY vs KIM
+50.9%
+330.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.3% |
| 7D | -7.0% | -1.5% | -5.5% | -6.7% |
| 30D | +6.2% | -1.7% | +7.9% | +6.6% |
| 3M | +20.0% | -7.1% | +27.2% | +22.3% |
| 6M | +6.8% | +2.9% | +4.0% | +6.0% |
| YTD | -22.3% | +18.8% | -41.2% | -25.7% |
| 1Y | -33.5% | +9.4% | -42.9% | -35.1% |
| 3Y | +29.2% | +44.6% | -15.4% | +17.0% |
| 5Y | +28.1% | +37.9% | -9.9% | +16.9% |
| 10Y | +200.2% | +32.9% | +167.3% | +159.9% |
| All | +381.9% | +50.9% | +330.9% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling