+41.0%
GEHC vs KIM
+41.9%
-1.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +5.6% | +2.8% | +2.8% | +4.3% |
| 30D | +27.9% | +16.3% | +11.6% | +19.0% |
| 3M | +17.1% | +6.6% | +10.5% | +13.5% |
| 6M | +32.5% | +12.3% | +20.2% | +25.0% |
| YTD | +2.7% | +31.6% | -28.9% | -10.2% |
| 1Y | +15.3% | +31.5% | -16.2% | +0.8% |
| 3Y | +23.7% | +68.0% | -44.3% | -0.8% |
| All | +41.0% | +41.9% | -1.0% | +18.9% |
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 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