+25.3%
GPN vs KIM
+32.5%
-7.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -4.6% | -1.7% | -2.9% | -3.8% |
| 30D | -0.3% | -3.0% | +2.7% | +1.1% |
| 3M | +35.4% | -8.9% | +44.3% | +41.1% |
| 6M | +21.7% | +2.4% | +19.3% | +20.0% |
| YTD | +14.9% | +18.3% | -3.5% | +5.8% |
| 1Y | +3.2% | +8.2% | -5.0% | -1.0% |
| 3Y | -27.1% | +44.0% | -71.2% | -38.9% |
| 5Y | -44.4% | +37.3% | -81.7% | -52.2% |
| All | +25.3% | +32.5% | -7.2% | -14.4% |
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