+186.8%
GS vs KIM
+58.5%
+128.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.9% |
| 7D | -6.3% | +5.0% | -11.3% | -8.3% |
| 30D | -3.1% | +15.8% | -18.9% | -9.4% |
| 3M | -17.7% | +4.3% | -21.9% | -19.2% |
| 6M | -4.6% | +11.4% | -15.9% | -10.2% |
| YTD | +0.3% | +30.8% | -30.5% | -13.8% |
| 1Y | +11.7% | +31.4% | -19.7% | -4.4% |
| All | +186.8% | +58.5% | +128.3% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling