-23.5%
GFS vs KIM
+33.6%
-57.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +17.2% | -0.7% | +17.9% | +17.7% |
| 30D | -8.7% | +13.4% | -22.1% | -15.7% |
| 3M | -19.7% | +6.5% | -26.2% | -23.0% |
| 6M | -40.7% | +10.6% | -51.3% | -45.1% |
| YTD | +22.5% | +29.9% | -7.4% | +1.7% |
| 1Y | +25.2% | +29.6% | -4.3% | +3.9% |
| 3Y | -17.7% | +64.1% | -81.7% | -43.7% |
| 5Y | -23.5% | +35.3% | -58.8% | -39.1% |
| All | -23.5% | +33.6% | -57.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling