-34.9%
GIS vs KIM
+33.6%
-68.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | +5.3% | +13.4% | -8.1% | +2.6% |
| 3M | -10.5% | +6.5% | -17.1% | -11.8% |
| 6M | +1.8% | +10.6% | -8.8% | -0.2% |
| YTD | -22.9% | +29.9% | -52.9% | -26.7% |
| 1Y | -22.9% | +29.6% | -52.5% | -26.6% |
| 3Y | -40.5% | +64.1% | -104.6% | -45.2% |
| 5Y | -34.9% | +35.3% | -70.2% | -37.4% |
| All | -34.9% | +33.6% | -68.5% | -37.4% |
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