+3.3%
GPC vs KIM
+31.2%
-28.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +0.4% | +2.8% | -2.4% | -0.8% |
| 30D | -1.8% | +15.9% | -17.7% | -7.9% |
| 3M | -6.6% | +7.8% | -14.4% | -9.7% |
| 6M | +21.3% | +11.9% | +9.4% | +16.4% |
| YTD | +4.3% | +31.0% | -26.8% | -6.7% |
| 1Y | +3.3% | +32.3% | -29.1% | -8.3% |
| All | +3.3% | +31.2% | -28.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling