+39.3%
GEHC vs KIM
+40.6%
-1.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +21.3% | +14.1% | +7.2% | +13.9% |
| 3M | +12.6% | +6.0% | +6.6% | +9.5% |
| 6M | +34.3% | +13.2% | +21.1% | +26.2% |
| YTD | +1.4% | +30.4% | -29.0% | -10.9% |
| 1Y | +12.5% | +31.0% | -18.6% | -1.4% |
| 3Y | +19.2% | +67.6% | -48.4% | -4.1% |
| All | +39.3% | +40.6% | -1.4% | +18.0% |
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