+32.7%
KIM vs PEGA
-44.4%
+77.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +10.6% | -2.9% | +13.5% | +10.7% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +4.7% | +8.5% | -3.8% | +4.3% |
| 6M | +13.1% | -6.3% | +19.4% | +12.9% |
| YTD | +32.1% | -42.2% | +74.3% | +33.4% |
| 1Y | +32.7% | -43.4% | +76.1% | +36.0% |
| All | +32.7% | -44.4% | +77.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling