+33.5%
PEG vs KIM
+47.7%
-14.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -1.9% | -1.7% | -0.2% | -1.3% |
| 3M | -3.7% | -0.8% | -2.9% | -3.5% |
| 6M | -9.4% | +4.4% | -13.8% | -10.8% |
| YTD | -6.0% | +21.2% | -27.2% | -11.7% |
| 1Y | -4.4% | +10.5% | -14.9% | -7.5% |
| 3Y | +33.5% | +47.5% | -14.0% | +13.7% |
| All | +33.5% | +47.7% | -14.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling