+729.2%
GFI vs KIM
+3,054.9%
-2,325.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +4.7% | -1.0% | +5.7% | +4.9% |
| 30D | +14.4% | -1.1% | +15.5% | +14.6% |
| 3M | +32.5% | -5.3% | +37.8% | +33.5% |
| 6M | -7.2% | +3.9% | -11.1% | -7.8% |
| YTD | +10.9% | +20.3% | -9.4% | +7.3% |
| 1Y | +35.5% | +10.4% | +25.0% | +32.8% |
| 3Y | +312.1% | +46.3% | +265.8% | +282.6% |
| 5Y | +524.6% | +37.6% | +487.0% | +481.2% |
| 10Y | +1,092.7% | +34.5% | +1,058.2% | +955.0% |
| All | +729.2% | +3,054.9% | -2,325.7% | +426.0% |
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