+2,520.1%
GPN vs KIM
+478.5%
+2,041.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.6% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +3.8% | -1.7% | +5.5% | +4.4% |
| 3M | +39.2% | -0.8% | +40.0% | +39.4% |
| 6M | +17.9% | +4.4% | +13.5% | +16.1% |
| YTD | +16.4% | +21.2% | -4.9% | +9.2% |
| 1Y | +3.6% | +10.5% | -6.9% | +0.1% |
| 3Y | -26.7% | +47.5% | -74.2% | -35.4% |
| 5Y | -44.8% | +37.1% | -81.9% | -50.1% |
| 10Y | +24.1% | +29.5% | -5.3% | +5.2% |
| All | +2,520.1% | +478.5% | +2,041.6% | +903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling