+35.4%
GLW vs KIM
+29.4%
+6.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.0% |
| 7D | +15.5% | -0.7% | +16.2% | +15.3% |
| 30D | -19.6% | +13.4% | -33.0% | -16.5% |
| 3M | -28.5% | +6.5% | -35.0% | -26.5% |
| 6M | -39.5% | +10.6% | -50.1% | -39.2% |
| YTD | +37.2% | +29.9% | +7.3% | +33.7% |
| 1Y | +35.4% | +29.6% | +5.9% | +32.6% |
| All | +35.4% | +29.4% | +6.0% | +32.6% |
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 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