+222.5%
GWW vs KIM
+34.6%
+188.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +12.1% | +14.1% | -2.0% | +6.2% |
| 3M | +12.9% | +6.0% | +6.9% | +10.2% |
| 6M | +19.3% | +13.2% | +6.1% | +13.1% |
| YTD | +48.7% | +30.4% | +18.3% | +32.4% |
| 1Y | +60.5% | +31.0% | +29.5% | +42.5% |
| 3Y | +93.3% | +67.6% | +25.6% | +51.4% |
| All | +222.5% | +34.6% | +188.0% | +178.0% |
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