+339.2%
GLW vs KIM
+65.6%
+273.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +14.1% | -33.0% | -21.9% |
| 3M | -27.7% | +6.0% | -33.7% | -28.8% |
| 6M | -44.4% | +13.2% | -57.7% | -47.2% |
| YTD | +31.3% | +30.4% | +0.9% | +17.6% |
| 1Y | +40.0% | +31.0% | +9.0% | +25.0% |
| 3Y | +339.2% | +67.6% | +271.6% | +256.3% |
| All | +339.2% | +65.6% | +273.7% | +256.3% |
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