+37.3%
GEHC vs KIM
+40.2%
-2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +19.0% | +13.4% | +5.6% | +12.1% |
| 3M | +13.3% | +6.5% | +6.7% | +9.9% |
| 6M | +31.5% | +10.6% | +20.9% | +25.0% |
| YTD | 0.0% | +29.9% | -29.9% | -12.0% |
| 1Y | +9.4% | +29.6% | -20.2% | -3.6% |
| 3Y | +18.3% | +64.1% | -45.7% | -4.1% |
| All | +37.3% | +40.2% | -2.9% | +16.5% |
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 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