+37.5%
GFS vs KIM
+9.7%
+27.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -8.6% | -4.0% | -4.6% | -8.8% |
| 3M | -46.5% | +0.5% | -47.1% | -47.3% |
| 6M | -4.8% | +3.6% | -8.4% | -6.8% |
| YTD | +29.7% | +20.4% | +9.2% | +24.2% |
| All | +37.5% | +9.7% | +27.7% | +43.4% |
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