+15.5%
GLXY vs KIM
+17.9%
-2.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +13.4% | +0.4% | +13.0% | +13.3% |
| 30D | +38.1% | -4.0% | +42.1% | +39.7% |
| 3M | -7.3% | +0.5% | -7.9% | -9.2% |
| 6M | +8.2% | +3.6% | +4.6% | +4.1% |
| YTD | +17.8% | +20.4% | -2.7% | +6.0% |
| 1Y | +14.9% | +9.7% | +5.2% | +9.7% |
| All | +15.5% | +17.9% | -2.4% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling