-52.0%
GTLB vs KIM
+31.2%
-83.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +11.1% | +0.4% | +10.6% | +10.6% |
| 30D | +37.8% | -4.0% | +41.8% | +41.7% |
| 3M | +61.6% | +0.5% | +61.0% | +59.7% |
| 6M | +98.9% | +3.6% | +95.3% | +90.6% |
| YTD | +32.8% | +20.4% | +12.3% | +11.7% |
| 1Y | +14.7% | +9.7% | +5.0% | +3.5% |
| 3Y | +1.3% | +46.0% | -44.6% | -32.1% |
| All | -52.0% | +31.2% | -83.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling