+8.1%
PCG vs KIM
+33.6%
-25.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -2.7% | +13.4% | -16.1% | -8.4% |
| 3M | -25.1% | +6.5% | -31.6% | -27.3% |
| 6M | -22.3% | +10.6% | -32.9% | -26.0% |
| YTD | -18.5% | +29.9% | -48.4% | -27.9% |
| 1Y | -21.8% | +29.6% | -51.4% | -30.8% |
| 3Y | -21.0% | +64.1% | -85.1% | -38.1% |
| 5Y | +8.1% | +35.3% | -27.2% | -8.2% |
| All | +8.1% | +33.6% | -25.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling