+606.9%
GEV vs KIM
+37.1%
+569.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -8.7% | -1.7% | -7.0% | -8.4% |
| 3M | +6.6% | -7.1% | +13.8% | +7.6% |
| 6M | +10.2% | +2.9% | +7.4% | +8.3% |
| YTD | +41.6% | +18.8% | +22.8% | +34.0% |
| 1Y | +43.9% | +9.4% | +34.5% | +39.4% |
| All | +606.9% | +37.1% | +569.8% | +536.2% |
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