-17.0%
GEHC vs KIM
+9.4%
-26.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -7.6% | -1.0% | -6.7% | -7.2% |
| 30D | -10.7% | -1.1% | -9.6% | -10.1% |
| 3M | -1.2% | -5.3% | +4.1% | +1.3% |
| 6M | -13.7% | +3.9% | -17.7% | -16.4% |
| YTD | -20.4% | +20.3% | -40.7% | -29.2% |
| 1Y | -17.0% | +10.4% | -27.5% | -23.9% |
| All | -17.0% | +9.4% | -26.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling