+436.7%
GE vs KIM
+37.7%
+399.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -9.5% | -1.7% | -7.8% | -8.9% |
| 3M | +4.1% | -0.8% | +4.9% | +4.1% |
| 6M | +3.9% | +4.4% | -0.5% | +1.6% |
| YTD | +9.0% | +21.2% | -12.2% | 0.0% |
| 1Y | +21.9% | +10.5% | +11.4% | +16.1% |
| 3Y | +281.8% | +47.5% | +234.3% | +212.1% |
| 5Y | +436.7% | +37.1% | +399.6% | +345.5% |
| All | +436.7% | +37.7% | +399.0% | +345.5% |
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