-12.2%
GGLL vs KIM
+33.1%
-45.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +3.0% | +7.8% |
| 7D | -23.1% | +10.6% | -33.7% | -19.5% |
| 30D | -32.9% | +17.5% | -50.4% | -29.5% |
| 3M | -44.9% | +4.7% | -49.6% | -42.3% |
| 6M | -49.5% | +13.1% | -62.7% | -47.7% |
| YTD | -28.9% | +32.1% | -61.0% | -23.4% |
| 1Y | -12.2% | +32.7% | -44.9% | -5.4% |
| All | -12.2% | +33.1% | -45.3% | -5.4% |
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