+23.2%
PCG vs KIM
+3,315.9%
-3,292.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -1.6% | +4.1% | -5.7% | -2.5% |
| 30D | +1.4% | +16.8% | -15.4% | -2.2% |
| 3M | -23.4% | +5.7% | -29.1% | -24.4% |
| 6M | -19.4% | +9.7% | -29.1% | -21.1% |
| YTD | -18.5% | +30.2% | -48.7% | -23.3% |
| 1Y | -19.5% | +32.1% | -51.6% | -24.5% |
| 3Y | -21.0% | +58.6% | -79.6% | -29.1% |
| 5Y | +13.7% | +31.2% | -17.4% | +5.8% |
| 10Y | -77.2% | +66.7% | -143.8% | -80.9% |
| All | +23.2% | +3,315.9% | -3,292.8% | -34.8% |
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 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