+387.8%
GH vs KIM
+45.1%
+342.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -0.2% | -1.0% | +0.8% | +0.4% |
| 30D | -2.6% | -1.1% | -1.6% | -2.1% |
| 3M | +25.1% | -5.3% | +30.4% | +28.4% |
| 6M | +78.5% | +3.9% | +74.6% | +73.2% |
| YTD | +59.4% | +20.3% | +39.1% | +41.1% |
| 1Y | +173.9% | +10.4% | +163.4% | +155.0% |
| All | +387.8% | +45.1% | +342.7% | +258.5% |
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