+194.0%
GGLL vs KIM
+47.5%
+146.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.1% | +2.8% | +2.3% | +4.1% |
| 30D | -35.5% | +15.9% | -51.4% | -39.6% |
| 3M | -39.2% | +7.8% | -46.9% | -41.2% |
| 6M | -54.4% | +11.9% | -66.2% | -57.0% |
| YTD | -29.8% | +31.0% | -60.9% | -38.7% |
| 1Y | -20.4% | +32.3% | -52.8% | -30.8% |
| 3Y | +149.7% | +65.5% | +84.3% | +89.2% |
| All | +194.0% | +47.5% | +146.5% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling