+401.3%
GH vs KIM
+117.3%
+284.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -1.1% | -4.0% | +2.9% | +0.3% |
| 3M | +21.3% | +0.5% | +20.8% | +20.7% |
| 6M | +73.5% | +3.6% | +69.9% | +71.0% |
| YTD | +58.0% | +20.4% | +37.6% | +47.5% |
| 1Y | +163.1% | +9.7% | +153.4% | +152.8% |
| 3Y | +361.0% | +46.0% | +315.1% | +302.2% |
| 5Y | +22.5% | +34.4% | -11.9% | +11.1% |
| All | +401.3% | +117.3% | +284.0% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling