+231.1%
GM vs KIM
+32.5%
+198.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.6% |
| 30D | -1.1% | -3.0% | +1.8% | +0.3% |
| 3M | +6.1% | -8.9% | +15.0% | +11.0% |
| 6M | +15.0% | +2.4% | +12.6% | +13.2% |
| YTD | +6.0% | +18.3% | -12.4% | -3.3% |
| 1Y | +47.1% | +8.2% | +38.9% | +40.4% |
| 3Y | +170.5% | +44.0% | +126.5% | +120.6% |
| 5Y | +80.5% | +37.3% | +43.2% | +51.2% |
| All | +231.1% | +32.5% | +198.6% | +121.6% |
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