+170.5%
GM vs KIM
+42.8%
+127.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.4% |
| 3M | +6.1% | -8.9% | +15.0% | +11.1% |
| 6M | +15.0% | +2.4% | +12.6% | +12.9% |
| YTD | +6.0% | +18.3% | -12.4% | -4.1% |
| 1Y | +47.1% | +8.2% | +38.9% | +39.7% |
| 3Y | +170.5% | +44.0% | +126.5% | +123.8% |
| All | +170.5% | +42.8% | +127.7% | +123.8% |
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