+30.4%
GSK vs KIM
+9.1%
+21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | -2.2% | -5.1% | +2.9% | -0.2% |
| 3M | -1.8% | -0.6% | -1.2% | -1.2% |
| 6M | -10.6% | +2.4% | -13.0% | -10.7% |
| YTD | +4.4% | +19.0% | -14.6% | +1.4% |
| 1Y | +30.4% | +8.4% | +22.0% | +28.6% |
| All | +30.4% | +9.1% | +21.3% | +28.6% |
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