+367.2%
PCAR vs KIM
+27.5%
+339.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -6.2% | -4.0% | -2.2% | -5.2% |
| 3M | +5.9% | +0.5% | +5.3% | +5.6% |
| 6M | +0.4% | +3.6% | -3.2% | -0.8% |
| YTD | +14.8% | +20.4% | -5.6% | +8.6% |
| 1Y | +30.1% | +9.7% | +20.4% | +26.4% |
| 3Y | +66.7% | +46.0% | +20.7% | +48.6% |
| 5Y | +166.1% | +34.4% | +131.7% | +140.9% |
| All | +367.2% | +27.5% | +339.7% | +295.7% |
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