+1,146.6%
KIM vs PEGA
+1,036.4%
+110.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.4% |
| 3M | +5.7% | +2.7% | +3.0% | +5.2% |
| 6M | +9.7% | -10.5% | +20.2% | +10.2% |
| YTD | +30.2% | -45.4% | +75.7% | +36.5% |
| 1Y | +32.1% | -44.7% | +76.8% | +38.2% |
| 3Y | +58.6% | +45.7% | +12.9% | +47.5% |
| 5Y | +31.2% | -45.3% | +76.4% | +31.1% |
| 10Y | +66.7% | +102.6% | -35.9% | +48.6% |
| All | +1,146.6% | +1,036.4% | +110.2% | +840.9% |
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