-51.5%
GLXY vs KIM
+29.4%
-80.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -5.2% |
| 7D | +16.9% | -0.7% | +17.6% | +16.6% |
| 30D | -23.0% | +13.4% | -36.4% | -20.6% |
| 3M | -28.0% | +6.5% | -34.5% | -25.4% |
| 6M | -51.6% | +10.6% | -62.2% | -51.6% |
| YTD | -32.1% | +29.9% | -62.0% | -32.5% |
| 1Y | -51.5% | +29.6% | -81.0% | -51.2% |
| All | -51.5% | +29.4% | -80.9% | -51.2% |
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