-22.9%
GIS vs KIM
+37.3%
-60.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | +11.9% | -5.3% | +17.2% | +13.2% |
| 6M | -11.6% | +3.9% | -15.5% | -12.1% |
| YTD | -16.3% | +20.3% | -36.6% | -19.1% |
| 1Y | -21.8% | +10.4% | -32.2% | -23.2% |
| 3Y | -35.7% | +46.3% | -82.0% | -39.5% |
| 5Y | -22.9% | +37.6% | -60.4% | -27.8% |
| All | -22.9% | +37.3% | -60.2% | -27.8% |
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 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