+1,052.8%
KIM vs PEGA
+1,209.2%
-156.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | +3.3% | -2.9% | +0.1% |
| 30D | -4.0% | +17.7% | -21.7% | -5.6% |
| 3M | +0.5% | +5.8% | -5.2% | -0.4% |
| 6M | +3.6% | -20.3% | +23.9% | +5.2% |
| YTD | +20.4% | -37.1% | +57.6% | +24.7% |
| 1Y | +9.7% | -30.2% | +39.9% | +12.1% |
| 3Y | +46.0% | +48.1% | -2.1% | +35.7% |
| 5Y | +34.4% | -46.8% | +81.2% | +34.7% |
| 10Y | +29.3% | +191.3% | -162.0% | +11.8% |
| All | +1,052.8% | +1,209.2% | -156.4% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling