+144.1%
PEG vs KIM
+34.7%
+109.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -1.7% | -1.1% | -0.7% | -1.4% |
| 3M | -6.8% | -5.3% | -1.5% | -5.3% |
| 6M | -11.4% | +3.9% | -15.3% | -12.4% |
| YTD | -7.2% | +20.3% | -27.5% | -12.2% |
| 1Y | -6.1% | +10.4% | -16.6% | -9.0% |
| 3Y | +31.8% | +46.3% | -14.6% | +16.4% |
| 5Y | +35.6% | +37.6% | -2.0% | +20.3% |
| All | +144.1% | +34.7% | +109.4% | +109.0% |
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