-16.4%
GFS vs KIM
+41.6%
-58.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | -7.8% | +4.1% | -11.9% | -10.1% |
| 30D | -19.7% | +16.8% | -36.5% | -27.1% |
| 3M | -23.1% | +5.7% | -28.8% | -25.9% |
| 6M | -46.4% | +9.7% | -56.1% | -50.1% |
| YTD | +11.0% | +30.2% | -19.2% | -8.1% |
| 1Y | +12.6% | +32.1% | -19.5% | -7.8% |
| 3Y | -24.9% | +58.6% | -83.5% | -47.5% |
| 5Y | -39.1% | +31.2% | -70.2% | -49.3% |
| All | -16.4% | +41.6% | -58.0% | -34.3% |
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