+238.7%
GM vs KIM
+207.6%
+31.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -1.8% | -1.7% | -0.1% | -1.0% |
| 3M | +2.6% | -0.8% | +3.4% | +2.7% |
| 6M | +14.6% | +4.4% | +10.1% | +11.5% |
| YTD | +6.2% | +21.2% | -15.1% | -4.7% |
| 1Y | +48.7% | +10.5% | +38.1% | +40.0% |
| 3Y | +168.3% | +47.5% | +120.8% | +114.0% |
| 5Y | +82.8% | +37.1% | +45.7% | +51.5% |
| 10Y | +226.2% | +29.5% | +196.7% | +152.7% |
| All | +238.7% | +207.6% | +31.1% | +46.7% |
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