+2,242.8%
GEN vs KIM
+3,350.7%
-1,107.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -0.3% | +2.8% | -3.1% | -1.0% |
| 30D | +28.2% | +16.3% | +11.8% | +23.5% |
| 3M | +2.6% | +6.6% | -4.0% | +1.0% |
| 6M | +32.7% | +12.3% | +20.4% | +28.6% |
| YTD | +11.3% | +31.6% | -20.3% | +3.4% |
| 1Y | +17.9% | +31.5% | -13.6% | +9.6% |
| 3Y | +66.3% | +68.0% | -1.7% | +44.5% |
| 5Y | +31.7% | +38.7% | -7.0% | +18.8% |
| 10Y | +150.0% | +65.7% | +84.3% | +94.4% |
| All | +2,242.8% | +3,350.7% | -1,107.9% | +347.9% |
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