+2,723.1%
PEG vs KIM
+3,058.9%
-335.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -2.4% | -4.0% | +1.5% | -1.5% |
| 3M | -4.8% | +0.5% | -5.3% | -5.0% |
| 6M | -10.7% | +3.6% | -14.3% | -11.5% |
| YTD | -6.7% | +20.4% | -27.1% | -10.7% |
| 1Y | -6.8% | +9.7% | -16.5% | -9.0% |
| 3Y | +34.5% | +46.0% | -11.5% | +22.0% |
| 5Y | +35.8% | +34.4% | +1.3% | +24.2% |
| 10Y | +141.7% | +29.3% | +112.4% | +108.1% |
| All | +2,723.1% | +3,058.9% | -335.8% | +1,337.9% |
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