+34.5%
PEG vs KIM
+65.0%
-30.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | +6.1% | +13.4% | -7.3% | +1.7% |
| 3M | -0.5% | +6.5% | -7.1% | -2.7% |
| 6M | -3.2% | +10.6% | -13.7% | -6.5% |
| YTD | -4.4% | +29.9% | -34.3% | -12.2% |
| 1Y | -7.4% | +29.6% | -36.9% | -14.8% |
| All | +34.5% | +65.0% | -30.4% | +12.6% |
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