-76.0%
PCG vs KIM
+27.5%
-103.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -16.9% | -4.0% | -12.9% | -15.5% |
| 3M | -14.7% | +0.5% | -15.3% | -14.9% |
| 6M | -23.8% | +3.6% | -27.4% | -24.9% |
| YTD | -10.5% | +20.4% | -30.9% | -16.7% |
| 1Y | -5.1% | +9.7% | -14.8% | -8.5% |
| 3Y | -11.6% | +46.0% | -57.6% | -24.4% |
| 5Y | +59.0% | +34.4% | +24.6% | +38.4% |
| All | -76.0% | +27.5% | -103.5% | -78.8% |
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