+837.6%
GLW vs KIM
+29.1%
+808.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.3% |
| 7D | +14.0% | -0.3% | +14.3% | +14.2% |
| 30D | +0.4% | -1.7% | +2.1% | +1.0% |
| 3M | -11.3% | -0.8% | -10.5% | -11.6% |
| 6M | +35.1% | +4.4% | +30.7% | +32.0% |
| YTD | +90.5% | +21.2% | +69.3% | +75.8% |
| 1Y | +132.0% | +10.5% | +121.5% | +121.4% |
| 3Y | +463.3% | +47.5% | +415.8% | +376.9% |
| 5Y | +382.5% | +37.1% | +345.4% | +316.9% |
| 10Y | +837.6% | +29.5% | +808.2% | +576.6% |
| All | +837.6% | +29.1% | +808.5% | +576.6% |
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