+16.1%
GWRE vs KIM
+35.9%
-19.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -13.2% | -1.7% | -11.5% | -12.6% |
| 30D | -18.6% | -3.0% | -15.6% | -17.6% |
| 3M | +18.9% | -8.9% | +27.8% | +23.6% |
| 6M | -11.0% | +2.4% | -13.3% | -12.3% |
| YTD | -29.9% | +18.3% | -48.2% | -35.5% |
| 1Y | -44.3% | +8.2% | -52.5% | -46.7% |
| 3Y | +51.7% | +44.0% | +7.6% | +23.0% |
| All | +16.1% | +35.9% | -19.7% | -0.1% |
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