-21.5%
GFS vs KIM
+65.6%
-87.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.3% | +2.8% | -8.1% | -6.3% |
| 30D | -15.8% | +15.9% | -31.7% | -21.0% |
| 3M | -18.6% | +7.8% | -26.4% | -21.2% |
| 6M | -45.0% | +11.9% | -56.9% | -48.3% |
| YTD | +16.8% | +31.0% | -14.3% | +0.4% |
| 1Y | +17.8% | +32.3% | -14.6% | +0.5% |
| 3Y | -21.5% | +65.5% | -87.0% | -42.3% |
| All | -21.5% | +65.6% | -87.1% | -42.3% |
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 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