+1,723.2%
GLW vs KIM
+3,315.9%
-1,592.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +4.1% | -18.0% | -15.3% |
| 30D | -35.0% | +16.8% | -51.8% | -38.9% |
| 3M | -32.4% | +5.7% | -38.1% | -34.0% |
| 6M | -41.3% | +9.7% | -51.0% | -44.0% |
| YTD | +21.8% | +30.2% | -8.4% | +9.2% |
| 1Y | +21.8% | +32.1% | -10.3% | +8.5% |
| 3Y | +307.7% | +58.6% | +249.1% | +235.9% |
| 5Y | +213.7% | +31.2% | +182.6% | +174.5% |
| 10Y | +509.3% | +66.7% | +442.6% | +341.4% |
| All | +1,723.2% | +3,315.9% | -1,592.8% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling