+554.2%
GLW vs KIM
+63.0%
+491.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +15.5% | -0.7% | +16.2% | +15.8% |
| 30D | -19.6% | +13.4% | -33.0% | -23.4% |
| 3M | -28.5% | +6.5% | -35.0% | -30.4% |
| 6M | -39.5% | +10.6% | -50.1% | -42.3% |
| YTD | +37.2% | +29.9% | +7.3% | +23.0% |
| 1Y | +35.4% | +29.6% | +5.9% | +21.5% |
| 3Y | +359.7% | +64.1% | +295.6% | +273.6% |
| 5Y | +244.0% | +35.3% | +208.7% | +197.3% |
| All | +554.2% | +63.0% | +491.2% | +342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling