-0.2%
GPC vs KIM
+65.0%
-65.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | -6.0% | +13.4% | -19.4% | -11.7% |
| 3M | -7.6% | +6.5% | -14.2% | -10.5% |
| 6M | +24.2% | +10.6% | +13.6% | +18.2% |
| YTD | +2.7% | +29.9% | -27.2% | -10.2% |
| 1Y | +0.2% | +29.6% | -29.4% | -12.3% |
| All | -0.2% | +65.0% | -65.2% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling