+49.3%
GSK vs KIM
+47.7%
+1.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -7.5% | -1.7% | -5.8% | -7.2% |
| 3M | -3.3% | -0.8% | -2.5% | -3.0% |
| 6M | -9.3% | +4.4% | -13.7% | -10.0% |
| YTD | +1.6% | +21.2% | -19.6% | -2.1% |
| 1Y | +25.5% | +10.5% | +14.9% | +22.9% |
| 3Y | +49.3% | +47.5% | +1.8% | +40.7% |
| All | +49.3% | +47.7% | +1.5% | +40.7% |
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 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