+2,550.6%
GLW vs KIM
+3,058.9%
-508.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | -1.3% | -4.0% | +2.6% | +0.1% |
| 3M | -21.8% | +0.5% | -22.4% | -22.5% |
| 6M | +6.9% | +3.6% | +3.3% | +4.8% |
| YTD | +77.2% | +20.4% | +56.7% | +64.0% |
| 1Y | +123.2% | +9.7% | +113.5% | +113.7% |
| 3Y | +400.0% | +46.0% | +354.0% | +325.4% |
| 5Y | +342.8% | +34.4% | +308.4% | +285.2% |
| 10Y | +771.4% | +29.3% | +742.1% | +594.6% |
| All | +2,550.6% | +3,058.9% | -508.3% | +745.1% |
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 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