+202.7%
PAAS vs KIM
+29.1%
+173.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.2% |
| 3M | +8.2% | -0.8% | +9.1% | +8.2% |
| 6M | -13.8% | +4.4% | -18.2% | -14.7% |
| YTD | -0.6% | +21.2% | -21.9% | -4.4% |
| 1Y | +44.0% | +10.5% | +33.5% | +40.8% |
| 3Y | +246.6% | +47.5% | +199.1% | +219.9% |
| 5Y | +116.1% | +37.1% | +79.0% | +101.5% |
| 10Y | +202.7% | +29.5% | +173.3% | +274.9% |
| All | +202.7% | +29.1% | +173.6% | +274.9% |
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