+151.5%
GGLL vs KIM
+57.8%
+93.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.1% | +4.1% | -1.0% | +2.2% |
| 30D | -36.3% | +16.8% | -53.1% | -39.3% |
| 3M | -40.4% | +5.7% | -46.1% | -41.2% |
| 6M | -54.6% | +9.7% | -64.3% | -56.1% |
| YTD | -31.1% | +30.2% | -61.4% | -37.7% |
| 1Y | -19.2% | +32.1% | -51.3% | -27.4% |
| 3Y | +151.5% | +58.6% | +92.9% | +119.9% |
| All | +151.5% | +57.8% | +93.7% | +119.9% |
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 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