+186.4%
PAAS vs KIM
+65.6%
+120.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +8.8% | +2.8% | +6.0% | +8.4% |
| 30D | -8.5% | +16.3% | -24.8% | -10.9% |
| 3M | -17.0% | +6.6% | -23.7% | -18.0% |
| 6M | -27.9% | +12.3% | -40.2% | -29.5% |
| YTD | -17.5% | +31.6% | -49.0% | -21.6% |
| 1Y | +22.8% | +31.5% | -8.7% | +16.6% |
| 3Y | +224.2% | +68.0% | +156.2% | +193.6% |
| 5Y | +73.6% | +38.7% | +34.9% | +61.3% |
| 10Y | +186.4% | +65.7% | +120.6% | +202.7% |
| All | +186.4% | +65.6% | +120.8% | +202.7% |
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