+23.8%
GH vs KIM
+37.7%
-13.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -4.5% | -1.7% | -2.7% | -3.3% |
| 3M | +28.9% | -0.8% | +29.7% | +28.7% |
| 6M | +76.5% | +4.4% | +72.1% | +69.9% |
| YTD | +57.6% | +21.2% | +36.4% | +35.3% |
| 1Y | +167.5% | +10.5% | +157.0% | +144.3% |
| 3Y | +377.4% | +47.5% | +329.9% | +239.1% |
| 5Y | +23.8% | +37.1% | -13.3% | +11.5% |
| All | +23.8% | +37.7% | -13.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling