+659.7%
GIS vs KIM
+3,319.9%
-2,660.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +14.1% | -7.2% | +5.3% |
| 3M | -10.1% | +6.0% | -16.1% | -10.7% |
| 6M | +5.9% | +13.2% | -7.4% | +4.4% |
| YTD | -21.1% | +30.4% | -51.5% | -23.4% |
| 1Y | -22.5% | +31.0% | -53.5% | -24.8% |
| 3Y | -39.0% | +67.6% | -106.6% | -42.6% |
| 5Y | -33.3% | +35.8% | -69.1% | -36.3% |
| 10Y | -17.0% | +63.7% | -80.7% | -25.1% |
| All | +659.7% | +3,319.9% | -2,660.3% | +348.0% |
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