+78.6%
GSK vs KIM
+34.7%
+43.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -5.9% | -1.1% | -4.8% | -5.8% |
| 3M | -4.3% | -5.3% | +1.1% | -3.4% |
| 6M | -10.8% | +3.9% | -14.7% | -11.3% |
| YTD | +1.8% | +20.3% | -18.5% | -1.2% |
| 1Y | +23.5% | +10.4% | +13.0% | +21.4% |
| 3Y | +49.5% | +46.3% | +3.2% | +39.7% |
| 5Y | +49.7% | +37.6% | +12.1% | +39.9% |
| All | +78.6% | +34.7% | +43.9% | +64.6% |
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 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