-5.5%
GTLB vs KIM
+9.2%
-14.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.9% |
| 7D | -5.7% | -1.7% | -4.0% | -6.4% |
| 30D | +15.1% | -3.0% | +18.1% | +13.7% |
| 3M | +65.5% | -8.9% | +74.3% | +58.8% |
| 6M | +102.9% | +2.4% | +100.5% | +106.9% |
| YTD | +25.2% | +18.3% | +6.9% | +36.7% |
| 1Y | -5.5% | +8.2% | -13.7% | +3.5% |
| All | -5.5% | +9.2% | -14.8% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling