+34.5%
KIM vs PEGA
+170.9%
-136.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.0% | -6.1% | +5.2% | +0.3% |
| 30D | -1.1% | +6.4% | -7.5% | -2.6% |
| 3M | -5.3% | +2.9% | -8.2% | -6.7% |
| 6M | +3.9% | -23.8% | +27.8% | +8.5% |
| YTD | +20.3% | -41.1% | +61.3% | +31.7% |
| 1Y | +10.4% | -38.2% | +48.7% | +18.9% |
| 3Y | +46.3% | +49.8% | -3.5% | +17.9% |
| 5Y | +37.6% | -48.0% | +85.6% | +44.3% |
| 10Y | +34.5% | +173.1% | -138.7% | -1.2% |
| All | +34.5% | +170.9% | -136.4% | -1.2% |
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