-9.9%
GTLB vs KIM
+47.7%
-57.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +21.0% | -1.7% | +22.7% | +21.7% |
| 3M | +51.7% | -0.8% | +52.5% | +51.6% |
| 6M | +89.3% | +4.4% | +84.9% | +84.0% |
| YTD | +25.6% | +21.2% | +4.4% | +12.3% |
| 1Y | -1.5% | +10.5% | -12.1% | -7.4% |
| 3Y | -9.9% | +47.5% | -57.4% | -30.3% |
| All | -9.9% | +47.7% | -57.7% | -30.3% |
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 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