+4.7%
GTLB vs KIM
+66.0%
-61.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -9.6% | -1.0% | -8.6% | -9.3% |
| 30D | -15.5% | +14.8% | -30.3% | -19.7% |
| 3M | +12.4% | +8.1% | +4.2% | +9.1% |
| 6M | +84.6% | +11.7% | +72.9% | +75.8% |
| YTD | +26.1% | +30.7% | -4.7% | +9.5% |
| 1Y | +1.7% | +29.7% | -28.0% | -11.4% |
| All | +4.7% | +66.0% | -61.3% | -27.0% |
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