-54.5%
GTLB vs KIM
+29.5%
-83.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.0% |
| 7D | -4.1% | -1.5% | -2.6% | -3.1% |
| 30D | +12.3% | -1.7% | +14.0% | +13.5% |
| 3M | +65.9% | -7.1% | +73.1% | +74.2% |
| 6M | +104.0% | +2.9% | +101.1% | +96.3% |
| YTD | +26.0% | +18.8% | +7.2% | +7.0% |
| 1Y | -3.5% | +9.4% | -12.9% | -12.9% |
| 3Y | -9.6% | +44.6% | -54.2% | -39.1% |
| All | -54.5% | +29.5% | -83.9% | -60.3% |
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