+22.1%
GFI vs KIM
+9.2%
+12.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | -4.9% | -1.7% | -3.1% | -4.9% |
| 30D | +10.7% | -3.0% | +13.7% | +10.7% |
| 3M | +25.6% | -8.9% | +34.5% | +26.4% |
| 6M | -8.3% | +2.4% | -10.6% | -9.6% |
| YTD | +6.3% | +18.3% | -12.0% | +9.5% |
| 1Y | +22.1% | +8.2% | +13.9% | +19.2% |
| All | +22.1% | +9.2% | +12.8% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling