+2,630.9%
GE vs KIM
+3,315.9%
-685.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.1% | +4.1% | +3.0% | +5.4% |
| 30D | +6.5% | +16.8% | -10.3% | -0.1% |
| 3M | -13.6% | +5.7% | -19.3% | -15.6% |
| 6M | +6.0% | +9.7% | -3.7% | +1.7% |
| YTD | +5.4% | +30.2% | -24.8% | -5.8% |
| 1Y | +6.5% | +32.1% | -25.7% | -5.6% |
| 3Y | +268.6% | +58.6% | +210.0% | +197.8% |
| 5Y | +389.0% | +31.2% | +357.9% | +321.5% |
| 10Y | +163.3% | +66.7% | +96.7% | +89.3% |
| All | +2,630.9% | +3,315.9% | -685.1% | +745.1% |
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 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