+435.3%
GNRC vs KIM
+32.5%
+402.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.1% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | -15.7% | -3.0% | -12.8% | -14.8% |
| 3M | -27.3% | -8.9% | -18.5% | -25.0% |
| 6M | -12.1% | +2.4% | -14.4% | -13.4% |
| YTD | +37.1% | +18.3% | +18.8% | +27.3% |
| 1Y | -0.5% | +8.2% | -8.6% | -4.3% |
| 3Y | +61.5% | +44.0% | +17.5% | +38.9% |
| 5Y | -58.6% | +37.3% | -95.9% | -63.0% |
| All | +435.3% | +32.5% | +402.8% | +336.7% |
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 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