+289.2%
GFI vs KIM
+42.8%
+246.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -4.9% | -1.7% | -3.1% | -4.6% |
| 30D | +10.7% | -3.0% | +13.7% | +11.3% |
| 3M | +25.6% | -8.9% | +34.5% | +27.6% |
| 6M | -8.3% | +2.4% | -10.6% | -9.0% |
| YTD | +6.3% | +18.3% | -12.0% | +2.9% |
| 1Y | +22.1% | +8.2% | +13.9% | +20.0% |
| 3Y | +289.2% | +44.0% | +245.2% | +237.7% |
| All | +289.2% | +42.8% | +246.4% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling