+126.9%
GWRE vs KIM
+32.5%
+94.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -13.2% | -1.7% | -11.5% | -12.9% |
| 30D | -18.6% | -3.0% | -15.6% | -18.0% |
| 3M | +18.9% | -8.9% | +27.8% | +21.8% |
| 6M | -11.0% | +2.4% | -13.3% | -11.7% |
| YTD | -29.9% | +18.3% | -48.2% | -33.2% |
| 1Y | -44.3% | +8.2% | -52.5% | -45.7% |
| 3Y | +51.7% | +44.0% | +7.6% | +36.0% |
| 5Y | +15.4% | +37.3% | -21.9% | +4.9% |
| All | +126.9% | +32.5% | +94.3% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling