-55.4%
GTLB vs KIM
+31.0%
-86.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | -6.6% | -1.0% | -5.6% | -5.9% |
| 30D | +13.7% | -1.1% | +14.8% | +14.5% |
| 3M | +52.9% | -5.3% | +58.2% | +58.3% |
| 6M | +88.5% | +3.9% | +84.6% | +80.1% |
| YTD | +23.4% | +20.3% | +3.2% | +3.9% |
| 1Y | -3.8% | +10.4% | -14.3% | -13.7% |
| 3Y | -11.5% | +46.3% | -57.8% | -40.8% |
| All | -55.4% | +31.0% | -86.4% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling