-36.4%
GLXY vs KIM
+28.8%
-65.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.3% |
| 7D | -0.5% | +2.8% | -3.4% | -0.2% |
| 30D | -28.6% | +16.3% | -45.0% | -29.7% |
| 3M | -28.1% | +6.6% | -34.7% | -27.4% |
| 6M | -52.0% | +12.3% | -64.3% | -53.4% |
| YTD | -35.1% | +31.6% | -66.7% | -41.4% |
| 1Y | -54.0% | +31.5% | -85.5% | -58.5% |
| All | -36.4% | +28.8% | -65.2% | -42.4% |
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