+393.9%
GH vs KIM
+114.4%
+279.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.2% | -1.5% | +0.2% | -0.7% |
| 30D | -3.7% | -1.7% | -2.0% | -3.1% |
| 3M | +21.7% | -7.1% | +28.8% | +24.5% |
| 6M | +75.7% | +2.9% | +72.9% | +73.7% |
| YTD | +55.7% | +18.8% | +36.9% | +46.0% |
| 1Y | +181.1% | +9.4% | +171.7% | +170.4% |
| 3Y | +371.6% | +44.6% | +327.0% | +313.1% |
| 5Y | +23.2% | +37.9% | -14.7% | +11.5% |
| All | +393.9% | +114.4% | +279.5% | +294.4% |
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 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