+1,573.8%
PBR vs KIM
+518.8%
+1,055.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | +12.8% | -4.0% | +16.8% | +14.8% |
| 3M | +14.7% | +0.5% | +14.1% | +14.0% |
| 6M | +25.2% | +3.6% | +21.6% | +22.6% |
| YTD | +77.1% | +20.4% | +56.7% | +61.7% |
| 1Y | +69.6% | +9.7% | +59.9% | +61.1% |
| 3Y | +95.6% | +46.0% | +49.6% | +59.3% |
| 5Y | +501.8% | +34.4% | +467.3% | +393.1% |
| 10Y | +640.6% | +29.3% | +611.3% | +473.3% |
| All | +1,573.8% | +518.8% | +1,055.0% | +544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling