+11.0%
GS vs KIM
+29.4%
-18.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +2.4% | +13.4% | -11.0% | +2.9% |
| 3M | -11.5% | +6.5% | -18.0% | -11.5% |
| 6M | -2.5% | +10.6% | -13.1% | -3.8% |
| YTD | +5.5% | +29.9% | -24.5% | +4.8% |
| 1Y | +11.0% | +29.6% | -18.5% | +10.7% |
| All | +11.0% | +29.4% | -18.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling