+307.7%
GLW vs KIM
+57.8%
+249.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -13.9% | +4.1% | -18.0% | -14.8% |
| 30D | -35.0% | +16.8% | -51.8% | -37.9% |
| 3M | -32.4% | +5.7% | -38.1% | -33.4% |
| 6M | -41.3% | +9.7% | -51.0% | -43.6% |
| YTD | +21.8% | +30.2% | -8.4% | +9.1% |
| 1Y | +21.8% | +32.1% | -10.3% | +8.3% |
| 3Y | +307.7% | +58.6% | +249.1% | +235.1% |
| All | +307.7% | +57.8% | +249.8% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling