-18.0%
GIS vs KIM
+9.1%
-27.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -1.9% |
| 7D | -7.8% | -0.8% | -7.1% | -7.5% |
| 30D | +6.6% | -5.1% | +11.7% | +9.0% |
| 3M | +21.0% | -0.6% | +21.6% | +22.3% |
| 6M | -9.1% | +2.4% | -11.5% | -9.1% |
| YTD | -13.6% | +19.0% | -32.6% | -18.4% |
| 1Y | -18.0% | +8.4% | -26.4% | -18.2% |
| All | -18.0% | +9.1% | -27.2% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling