+486.7%
GS vs KIM
+64.5%
+422.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -3.2% | +4.1% | -7.3% | -4.7% |
| 30D | -2.4% | +16.8% | -19.2% | -8.5% |
| 3M | -15.7% | +5.7% | -21.4% | -17.7% |
| 6M | -6.8% | +9.7% | -16.5% | -10.8% |
| YTD | -0.1% | +30.2% | -30.3% | -11.2% |
| 1Y | +12.1% | +32.1% | -20.0% | -1.1% |
| 3Y | +185.8% | +58.6% | +127.2% | +133.1% |
| 5Y | +140.1% | +31.2% | +108.9% | +108.5% |
| All | +486.7% | +64.5% | +422.2% | +271.0% |
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 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