-41.3%
GLW vs KIM
+10.6%
-51.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.3% |
| 7D | -13.9% | +4.1% | -18.0% | -10.7% |
| 30D | -35.0% | +16.8% | -51.8% | -25.4% |
| 3M | -32.4% | +5.7% | -38.1% | -28.7% |
| 6M | -41.3% | +9.7% | -51.0% | -36.8% |
| All | -41.3% | +10.6% | -51.9% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling