+1,151.5%
KIM vs PEGA
+1,001.0%
+150.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.0% | -8.6% | +7.6% | -0.1% |
| 30D | +14.8% | -10.1% | +24.9% | +15.9% |
| 3M | +8.1% | -4.7% | +12.9% | +8.4% |
| 6M | +11.7% | -8.0% | +19.6% | +11.9% |
| YTD | +30.7% | -47.1% | +77.9% | +37.4% |
| 1Y | +29.7% | -47.5% | +77.2% | +36.4% |
| 3Y | +65.1% | +40.2% | +24.8% | +54.0% |
| 5Y | +34.7% | -45.7% | +80.4% | +34.7% |
| 10Y | +64.1% | +85.1% | -20.9% | +47.4% |
| All | +1,151.5% | +1,001.0% | +150.5% | +847.4% |
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