+67.6%
KIM vs PTEN
+2.7%
+64.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.1% |
| 7D | +0.1% | +10.6% | -10.5% | -0.8% |
| 30D | +14.1% | -4.9% | +19.1% | +14.2% |
| 3M | +6.0% | +1.4% | +4.6% | +5.2% |
| 6M | +13.2% | -7.0% | +20.3% | +13.0% |
| YTD | +30.4% | +84.8% | -54.4% | +16.2% |
| 1Y | +31.0% | +95.7% | -64.6% | +15.6% |
| 3Y | +67.6% | +2.0% | +65.7% | +59.3% |
| All | +67.6% | +2.7% | +64.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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