+134.7%
GLW vs KIM
+9.4%
+125.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.4% |
| 7D | +16.9% | -1.0% | +17.8% | +16.8% |
| 30D | +7.0% | -1.1% | +8.1% | +6.9% |
| 3M | -3.0% | -5.3% | +2.4% | -3.6% |
| 6M | +31.0% | +3.9% | +27.1% | +26.7% |
| YTD | +93.4% | +20.3% | +73.1% | +80.8% |
| 1Y | +134.7% | +10.4% | +124.3% | +136.7% |
| All | +134.7% | +9.4% | +125.3% | +136.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling