-10.3%
GFS vs KIM
+41.7%
-52.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | -15.3% | +14.1% | -29.4% | -22.0% |
| 3M | -21.1% | +6.0% | -27.1% | -24.2% |
| 6M | -44.5% | +13.2% | -57.7% | -49.3% |
| YTD | +19.2% | +30.4% | -11.2% | -1.3% |
| 1Y | +27.2% | +31.0% | -3.8% | +4.7% |
| 3Y | -20.1% | +67.6% | -87.8% | -46.3% |
| 5Y | -25.6% | +35.8% | -61.4% | -39.8% |
| All | -10.3% | +41.7% | -52.0% | -29.5% |
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