+79.2%
GPC vs KIM
+64.9%
+14.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +0.4% | +2.8% | -2.4% | -0.7% |
| 30D | -1.8% | +15.9% | -17.7% | -7.3% |
| 3M | -6.6% | +7.8% | -14.4% | -9.3% |
| 6M | +21.3% | +11.9% | +9.4% | +16.1% |
| YTD | +4.3% | +31.0% | -26.8% | -6.3% |
| 1Y | +3.3% | +32.3% | -29.1% | -7.5% |
| 3Y | +0.8% | +65.5% | -64.7% | -17.6% |
| 5Y | +7.4% | +37.2% | -29.8% | -7.2% |
| 10Y | +79.2% | +63.9% | +15.3% | +22.9% |
| All | +79.2% | +64.9% | +14.3% | +22.9% |
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