+293.0%
PCAR vs KIM
+65.6%
+227.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +2.9% | +2.8% | +0.1% | +2.1% |
| 30D | -2.1% | +16.3% | -18.5% | -6.3% |
| 3M | -20.4% | +6.6% | -27.0% | -21.9% |
| 6M | -7.0% | +12.3% | -19.3% | -10.2% |
| YTD | -2.6% | +31.6% | -34.2% | -10.2% |
| 1Y | +9.8% | +31.5% | -21.7% | +1.2% |
| 3Y | +37.3% | +68.0% | -30.7% | +17.8% |
| 5Y | +116.4% | +38.7% | +77.7% | +93.7% |
| 10Y | +293.0% | +65.7% | +227.2% | +205.3% |
| All | +293.0% | +65.6% | +227.4% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling