+72.9%
PBR vs KIM
+33.1%
+39.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.6% | -10.5% | -6.6% |
| 7D | -11.0% | +10.6% | -21.6% | -10.6% |
| 30D | -18.8% | +17.5% | -36.2% | -18.5% |
| 3M | +7.8% | +4.7% | +3.1% | +8.7% |
| 6M | -7.6% | +13.1% | -20.7% | -7.3% |
| YTD | +72.7% | +32.1% | +40.6% | +68.4% |
| 1Y | +72.9% | +32.7% | +40.3% | +68.8% |
| All | +72.9% | +33.1% | +39.8% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling