+556.1%
PBR vs KIM
+37.3%
+518.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | +17.5% | -1.1% | +18.6% | +17.9% |
| 3M | +20.9% | -5.3% | +26.2% | +22.7% |
| 6M | +20.2% | +3.9% | +16.3% | +18.5% |
| YTD | +84.3% | +20.3% | +64.0% | +73.3% |
| 1Y | +77.1% | +10.4% | +66.7% | +70.9% |
| 3Y | +100.8% | +46.3% | +54.5% | +74.7% |
| 5Y | +556.1% | +37.6% | +518.5% | +439.1% |
| All | +556.1% | +37.3% | +518.8% | +439.1% |
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