-55.2%
GLXY vs KIM
+33.1%
-88.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.6% | -20.6% | -15.4% |
| 7D | -26.8% | +10.6% | -37.4% | -24.2% |
| 30D | -38.3% | +17.5% | -55.8% | -36.1% |
| 3M | -36.9% | +4.7% | -41.6% | -34.1% |
| 6M | -52.1% | +13.1% | -65.2% | -51.8% |
| YTD | -37.5% | +32.1% | -69.6% | -37.6% |
| 1Y | -55.2% | +32.7% | -87.8% | -55.5% |
| All | -55.2% | +33.1% | -88.3% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling