+730.8%
GWRE vs KIM
+152.6%
+578.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.8% |
| 7D | -26.2% | -1.0% | -25.3% | -26.0% |
| 30D | -17.8% | -1.1% | -16.7% | -17.5% |
| 3M | +14.2% | -5.3% | +19.6% | +16.1% |
| 6M | -12.9% | +3.9% | -16.8% | -14.1% |
| YTD | -29.2% | +20.3% | -49.5% | -33.3% |
| 1Y | -44.4% | +10.4% | -54.9% | -46.3% |
| 3Y | +51.1% | +46.3% | +4.8% | +32.8% |
| 5Y | +16.5% | +37.6% | -21.1% | +4.1% |
| 10Y | +131.6% | +34.5% | +97.1% | +107.8% |
| All | +730.8% | +152.6% | +578.3% | +379.4% |
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 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