+1,425.7%
PBR vs KIM
+569.9%
+855.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -29.3% | +14.1% | -43.4% | -33.6% |
| 3M | +5.5% | +6.0% | -0.5% | +2.3% |
| 6M | -2.9% | +13.2% | -16.1% | -8.9% |
| YTD | +61.5% | +30.4% | +31.1% | +41.6% |
| 1Y | +46.9% | +31.0% | +15.8% | +28.4% |
| 3Y | +66.4% | +67.6% | -1.2% | +27.3% |
| 5Y | +460.3% | +35.8% | +424.5% | +356.1% |
| 10Y | +564.6% | +63.7% | +501.0% | +361.2% |
| All | +1,425.7% | +569.9% | +855.8% | +464.8% |
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 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