+87.2%
GPC vs KIM
+65.6%
+21.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | +0.8% | +2.8% | -2.0% | -0.2% |
| 30D | -1.1% | +16.3% | -17.4% | -6.7% |
| 3M | -6.6% | +6.6% | -13.3% | -9.0% |
| 6M | +22.2% | +12.3% | +9.9% | +16.8% |
| YTD | +5.1% | +31.6% | -26.5% | -5.7% |
| 1Y | +2.8% | +31.5% | -28.7% | -7.7% |
| 3Y | +2.4% | +68.0% | -65.6% | -16.7% |
| 5Y | +7.8% | +38.7% | -30.9% | -7.3% |
| 10Y | +87.2% | +65.7% | +21.5% | +28.3% |
| All | +87.2% | +65.6% | +21.7% | +28.3% |
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