+278.2%
PCAR vs KIM
+64.9%
+213.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | +2.8% | +1.1% | +3.0% |
| 30D | -2.0% | +15.9% | -17.8% | -6.0% |
| 3M | -19.1% | +7.8% | -26.9% | -20.8% |
| 6M | -6.8% | +11.9% | -18.7% | -9.9% |
| YTD | -2.5% | +31.0% | -33.5% | -10.0% |
| 1Y | +9.7% | +32.3% | -22.7% | +0.9% |
| 3Y | +34.0% | +65.5% | -31.5% | +15.4% |
| 5Y | +113.3% | +37.2% | +76.1% | +91.5% |
| 10Y | +278.2% | +63.9% | +214.3% | +192.9% |
| All | +278.2% | +64.9% | +213.3% | +192.9% |
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 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