+13.4%
PCAR vs KIM
+31.2%
-17.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | +0.3% | +14.8% | -14.5% | -4.5% |
| 3M | -17.9% | +8.1% | -26.1% | -20.3% |
| 6M | -3.4% | +11.7% | -15.1% | -8.3% |
| YTD | -0.1% | +30.7% | -30.8% | -11.0% |
| 1Y | +13.4% | +29.7% | -16.3% | +2.4% |
| All | +13.4% | +31.2% | -17.8% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling