+74.8%
PBR vs KIM
+9.4%
+65.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.2% |
| 7D | +4.2% | -1.5% | +5.7% | +4.4% |
| 30D | +22.7% | -1.7% | +24.4% | +22.9% |
| 3M | +21.5% | -7.1% | +28.7% | +22.1% |
| 6M | +24.0% | +2.9% | +21.1% | +22.9% |
| YTD | +88.2% | +18.8% | +69.4% | +81.5% |
| 1Y | +74.8% | +9.4% | +65.4% | +67.0% |
| All | +74.8% | +9.4% | +65.4% | +67.0% |
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 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