+2,064.0%
GS vs KIM
+595.2%
+1,468.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.6% | -4.0% | +2.4% | +0.2% |
| 3M | -4.5% | +0.5% | -5.0% | -5.2% |
| 6M | +20.9% | +3.6% | +17.3% | +18.2% |
| YTD | +19.9% | +20.4% | -0.5% | +9.2% |
| 1Y | +41.4% | +9.7% | +31.7% | +34.1% |
| 3Y | +239.2% | +46.0% | +193.2% | +180.6% |
| 5Y | +185.0% | +34.4% | +150.6% | +141.1% |
| 10Y | +655.0% | +29.3% | +625.7% | +476.8% |
| All | +2,064.0% | +595.2% | +1,468.9% | +470.0% |
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