+692.6%
GSK vs KIM
+3,329.3%
-2,636.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +7.8% | +14.8% | -6.9% | +5.2% |
| 3M | +0.3% | +8.1% | -7.8% | -1.1% |
| 6M | +3.4% | +11.7% | -8.2% | +1.4% |
| YTD | +5.9% | +30.7% | -24.8% | +0.9% |
| 1Y | +8.2% | +29.7% | -21.5% | +3.3% |
| 3Y | +65.3% | +65.1% | +0.2% | +49.9% |
| 5Y | +43.3% | +34.7% | +8.7% | +33.2% |
| 10Y | +102.9% | +64.1% | +38.8% | +71.5% |
| All | +692.6% | +3,329.3% | -2,636.7% | +240.5% |
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