+12.0%
GEHC vs KIM
+30.8%
-18.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -7.0% | -1.7% | -5.2% | -6.2% |
| 3M | +3.3% | -0.8% | +4.1% | +3.5% |
| 6M | -10.0% | +4.4% | -14.4% | -12.0% |
| YTD | -18.5% | +21.2% | -39.7% | -25.8% |
| 1Y | -14.4% | +10.5% | -24.9% | -18.7% |
| 3Y | +3.4% | +47.5% | -44.1% | -12.5% |
| All | +12.0% | +30.8% | -18.8% | -1.8% |
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