+65.7%
KIM vs PEGA
+99.2%
-33.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.8% |
| 7D | +2.8% | -10.0% | +12.8% | +5.1% |
| 30D | +16.3% | -12.7% | +29.0% | +19.4% |
| 3M | +6.6% | -4.6% | +11.2% | +7.0% |
| 6M | +12.3% | -13.1% | +25.4% | +14.0% |
| YTD | +31.6% | -47.6% | +79.1% | +47.3% |
| 1Y | +31.5% | -47.0% | +78.5% | +46.6% |
| 3Y | +68.0% | +42.0% | +26.0% | +35.3% |
| 5Y | +38.7% | -47.8% | +86.5% | +43.5% |
| 10Y | +65.7% | +92.0% | -26.3% | +34.6% |
| All | +65.7% | +99.2% | -33.5% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling