-19.4%
GFS vs KIM
+46.3%
-65.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -8.6% | -4.0% | -4.6% | -7.0% |
| 3M | -46.5% | +0.5% | -47.1% | -47.3% |
| 6M | -4.8% | +3.6% | -8.4% | -7.5% |
| YTD | +29.7% | +20.4% | +9.2% | +16.0% |
| 1Y | +35.8% | +9.7% | +26.1% | +27.9% |
| All | -19.4% | +46.3% | -65.7% | -35.4% |
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 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