+212.6%
GLW vs KIM
+31.1%
+181.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +4.1% | -18.0% | -15.4% |
| 30D | -35.0% | +16.8% | -51.8% | -39.4% |
| 3M | -32.4% | +5.7% | -38.1% | -34.1% |
| 6M | -41.3% | +9.7% | -51.0% | -44.5% |
| YTD | +21.8% | +30.2% | -8.4% | +5.9% |
| 1Y | +21.8% | +32.1% | -10.3% | +5.1% |
| 3Y | +307.7% | +58.6% | +249.1% | +213.0% |
| All | +212.6% | +31.1% | +181.5% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling