+195.8%
GGLL vs KIM
+48.1%
+147.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +6.3% | +2.8% | +3.5% | +5.3% |
| 30D | -35.1% | +16.3% | -51.4% | -39.3% |
| 3M | -37.7% | +6.6% | -44.3% | -39.5% |
| 6M | -54.1% | +12.3% | -66.4% | -56.8% |
| YTD | -29.4% | +31.6% | -61.0% | -38.4% |
| 1Y | -13.4% | +31.5% | -44.9% | -24.5% |
| 3Y | +158.3% | +68.0% | +90.3% | +94.2% |
| All | +195.8% | +48.1% | +147.7% | +147.9% |
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