+731.7%
GIS vs KIM
+3,058.9%
-2,327.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.8% | +0.4% | -8.3% | -7.9% |
| 30D | +6.6% | -4.0% | +10.6% | +7.1% |
| 3M | +21.0% | +0.5% | +20.4% | +20.9% |
| 6M | -9.1% | +3.6% | -12.7% | -9.4% |
| YTD | -13.6% | +20.4% | -34.0% | -15.4% |
| 1Y | -18.0% | +9.7% | -27.7% | -18.9% |
| 3Y | -33.7% | +46.0% | -79.7% | -36.7% |
| 5Y | -19.4% | +34.4% | -53.9% | -23.0% |
| 10Y | -21.3% | +29.3% | -50.6% | -27.0% |
| All | +731.7% | +3,058.9% | -2,327.2% | +394.9% |
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