+58.6%
KIM vs PEGA
+43.4%
+15.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | +4.1% | -4.5% | +8.6% | +4.5% |
| 30D | +16.8% | -5.7% | +22.5% | +17.3% |
| 3M | +5.7% | +2.6% | +3.1% | +5.2% |
| 6M | +9.7% | -10.6% | +20.3% | +10.2% |
| YTD | +30.2% | -45.5% | +75.7% | +36.8% |
| 1Y | +32.1% | -44.8% | +76.9% | +38.4% |
| 3Y | +58.6% | +45.5% | +13.1% | +40.8% |
| All | +58.6% | +43.4% | +15.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling