+188.9%
PAAS vs KIM
+64.5%
+124.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | +4.1% | +4.3% | +7.7% |
| 30D | -7.2% | +16.8% | -24.0% | -9.7% |
| 3M | -14.0% | +5.7% | -19.7% | -14.9% |
| 6M | -26.8% | +9.7% | -36.4% | -28.1% |
| YTD | -19.8% | +30.2% | -50.0% | -23.7% |
| 1Y | +22.8% | +32.1% | -9.3% | +16.5% |
| 3Y | +183.6% | +58.6% | +125.0% | +159.3% |
| 5Y | +73.8% | +31.2% | +42.7% | +62.6% |
| All | +188.9% | +64.5% | +124.4% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling