-34.6%
GIS vs KIM
+47.7%
-82.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -8.3% | -0.3% | -7.9% | -8.2% |
| 30D | +2.2% | -1.7% | +3.9% | +2.6% |
| 3M | +15.7% | -0.8% | +16.5% | +16.1% |
| 6M | -12.0% | +4.4% | -16.4% | -12.7% |
| YTD | -15.0% | +21.2% | -36.2% | -18.7% |
| 1Y | -20.1% | +10.5% | -30.7% | -22.0% |
| 3Y | -34.6% | +47.5% | -82.1% | -37.8% |
| All | -34.6% | +47.7% | -82.3% | -37.8% |
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