+12,752.3%
PCAR vs KIM
+3,058.9%
+9,693.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -6.2% | -4.0% | -2.2% | -4.8% |
| 3M | +5.9% | +0.5% | +5.3% | +5.4% |
| 6M | +0.4% | +3.6% | -3.2% | -1.2% |
| YTD | +14.8% | +20.4% | -5.6% | +6.3% |
| 1Y | +30.1% | +9.7% | +20.4% | +24.9% |
| 3Y | +66.7% | +46.0% | +20.7% | +41.1% |
| 5Y | +166.1% | +34.4% | +131.7% | +128.8% |
| 10Y | +353.7% | +29.3% | +324.4% | +247.1% |
| All | +12,752.3% | +3,058.9% | +9,693.4% | +3,733.7% |
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 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