-36.9%
GLXY vs KIM
+27.7%
-64.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.6% | -5.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -19.8% | +14.1% | -33.9% | -20.9% |
| 3M | -31.4% | +6.0% | -37.4% | -30.8% |
| 6M | -53.3% | +13.2% | -66.6% | -55.2% |
| YTD | -35.7% | +30.4% | -66.1% | -41.9% |
| 1Y | -47.2% | +31.0% | -78.2% | -52.5% |
| All | -36.9% | +27.7% | -64.6% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling