-30.0%
GLXY vs KIM
+28.0%
-58.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.2% | +13.4% | +13.2% |
| 7D | +14.3% | -1.0% | +15.3% | +14.2% |
| 30D | -19.6% | +14.8% | -34.4% | -20.7% |
| 3M | -20.7% | +8.1% | -28.8% | -20.4% |
| 6M | -49.6% | +11.7% | -61.3% | -51.1% |
| YTD | -28.6% | +30.7% | -59.3% | -35.5% |
| 1Y | -48.0% | +29.7% | -77.8% | -52.9% |
| All | -30.0% | +28.0% | -58.0% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling