+152.0%
GE vs KIM
+29.7%
+122.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -1.2% | -1.0% | -0.3% | -0.8% |
| 30D | -11.3% | -1.1% | -10.2% | -10.9% |
| 3M | -1.4% | -5.3% | +3.9% | +0.7% |
| 6M | +1.2% | +3.9% | -2.7% | -0.9% |
| YTD | +5.9% | +20.3% | -14.3% | -3.0% |
| 1Y | +18.4% | +10.4% | +8.0% | +12.4% |
| 3Y | +271.0% | +46.3% | +224.7% | +202.2% |
| 5Y | +417.9% | +37.6% | +380.4% | +327.6% |
| 10Y | +152.0% | +34.5% | +117.5% | +67.9% |
| All | +152.0% | +29.7% | +122.3% | +67.9% |
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 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