-25.1%
GWRE vs KIM
+9.1%
-34.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -1.3% | -18.6% | -19.8% |
| 7D | -21.1% | -0.8% | -20.3% | -21.0% |
| 30D | +1.3% | -5.1% | +6.4% | +1.5% |
| 3M | +7.4% | -0.6% | +8.1% | +10.0% |
| 6M | +5.6% | +2.4% | +3.2% | +8.1% |
| YTD | -19.2% | +19.0% | -38.2% | -20.6% |
| 1Y | -25.1% | +8.4% | -33.6% | -14.4% |
| All | -25.1% | +9.1% | -34.3% | -14.4% |
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