+448.8%
GS vs KIM
+64.2%
+384.6%
-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% | +0.8% | +0.6% |
| 7D | +1.6% | +2.8% | -1.2% | +0.5% |
| 30D | +1.7% | +15.9% | -14.2% | -4.4% |
| 3M | -11.6% | +7.8% | -19.4% | -14.4% |
| 6M | -1.9% | +11.9% | -13.8% | -6.9% |
| YTD | +5.1% | +31.0% | -26.0% | -6.9% |
| 1Y | +16.4% | +32.3% | -15.9% | +2.7% |
| 3Y | +199.0% | +65.5% | +133.5% | +139.6% |
| 5Y | +157.4% | +37.2% | +120.2% | +119.8% |
| All | +448.8% | +64.2% | +384.6% | +247.7% |
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