+2,309.6%
GEN vs KIM
+3,058.9%
-749.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +10.1% | -4.0% | +14.1% | +11.2% |
| 3M | +16.1% | +0.5% | +15.5% | +15.7% |
| 6M | +38.9% | +3.6% | +35.2% | +37.1% |
| YTD | +14.4% | +20.4% | -6.0% | +8.6% |
| 1Y | +5.9% | +9.7% | -3.8% | +2.9% |
| 3Y | +58.8% | +46.0% | +12.8% | +42.6% |
| 5Y | +24.7% | +34.4% | -9.8% | +13.0% |
| 10Y | +163.1% | +29.3% | +133.8% | +119.2% |
| All | +2,309.6% | +3,058.9% | -749.3% | +370.7% |
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 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