+149.0%
GEN vs KIM
+29.1%
+119.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +2.6% | -1.7% | +4.4% | +2.9% |
| 3M | +15.8% | -0.8% | +16.6% | +15.8% |
| 6M | +33.1% | +4.4% | +28.7% | +32.1% |
| YTD | +11.3% | +21.2% | -9.9% | +8.0% |
| 1Y | +1.7% | +10.5% | -8.9% | 0.0% |
| 3Y | +58.1% | +47.5% | +10.6% | +49.6% |
| 5Y | +20.6% | +37.1% | -16.5% | +14.7% |
| 10Y | +149.0% | +29.5% | +119.5% | +140.7% |
| All | +149.0% | +29.1% | +119.9% | +140.7% |
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