-12.9%
GWRE vs KIM
+4.8%
-17.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -5.1% |
| 7D | -26.2% | -1.0% | -25.3% | -26.3% |
| 30D | -17.8% | -1.1% | -16.7% | -17.8% |
| 3M | +14.2% | -5.3% | +19.6% | +14.2% |
| 6M | -12.9% | +3.9% | -16.8% | -4.6% |
| All | -12.9% | +4.8% | -17.7% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling