+681.5%
GSK vs KIM
+3,058.9%
-2,377.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -2.2% | -4.0% | +1.8% | -1.5% |
| 3M | -1.8% | +0.5% | -2.4% | -1.9% |
| 6M | -10.6% | +3.6% | -14.2% | -11.2% |
| YTD | +4.4% | +20.4% | -16.0% | +1.0% |
| 1Y | +30.4% | +9.7% | +20.7% | +28.1% |
| 3Y | +60.1% | +46.0% | +14.1% | +48.3% |
| 5Y | +46.8% | +34.4% | +12.3% | +36.4% |
| 10Y | +79.2% | +29.3% | +49.9% | +58.2% |
| All | +681.5% | +3,058.9% | -2,377.5% | +240.7% |
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 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