+10,449.0%
GWW vs KIM
+3,058.9%
+7,390.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +3.3% | -4.0% | +7.3% | +4.4% |
| 3M | +2.9% | +0.5% | +2.4% | +2.7% |
| 6M | +15.8% | +3.6% | +12.2% | +14.5% |
| YTD | +32.0% | +20.4% | +11.6% | +25.2% |
| 1Y | +29.9% | +9.7% | +20.2% | +26.3% |
| 3Y | +91.1% | +46.0% | +45.1% | +70.5% |
| 5Y | +223.9% | +34.4% | +189.5% | +193.2% |
| 10Y | +567.0% | +29.3% | +537.7% | +463.4% |
| All | +10,449.0% | +3,058.9% | +7,390.1% | +4,950.3% |
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