+70.8%
PAAS vs KIM
+31.1%
+39.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +8.4% | +4.1% | +4.3% | +7.0% |
| 30D | -7.2% | +16.8% | -24.0% | -12.2% |
| 3M | -14.0% | +5.7% | -19.7% | -15.8% |
| 6M | -26.8% | +9.7% | -36.4% | -29.6% |
| YTD | -19.8% | +30.2% | -50.0% | -27.9% |
| 1Y | +22.8% | +32.1% | -9.3% | +9.8% |
| 3Y | +183.6% | +58.6% | +125.0% | +128.7% |
| All | +70.8% | +31.1% | +39.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling