+81.6%
GM vs KIM
+35.1%
+46.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.6% |
| 7D | -1.1% | -1.5% | +0.4% | -0.1% |
| 30D | -3.4% | -1.7% | -1.7% | -2.5% |
| 3M | +8.7% | -7.1% | +15.8% | +13.6% |
| 6M | +15.4% | +2.9% | +12.6% | +12.6% |
| YTD | +6.6% | +18.8% | -12.2% | -5.8% |
| 1Y | +51.5% | +9.4% | +42.1% | +41.3% |
| 3Y | +169.3% | +44.6% | +124.8% | +102.8% |
| 5Y | +81.6% | +37.9% | +43.6% | +45.6% |
| All | +81.6% | +35.1% | +46.5% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling