-48.0%
GLXY vs KIM
+31.2%
-79.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.2% | +13.4% | +13.1% |
| 7D | +14.3% | -1.0% | +15.3% | +13.8% |
| 30D | -19.6% | +14.8% | -34.4% | -16.8% |
| 3M | -20.7% | +8.1% | -28.8% | -17.6% |
| 6M | -49.6% | +11.7% | -61.3% | -49.5% |
| YTD | -28.6% | +30.7% | -59.3% | -28.5% |
| 1Y | -48.0% | +29.7% | -77.8% | -47.0% |
| All | -48.0% | +31.2% | -79.2% | -47.0% |
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