+76.6%
PEP vs KIM
+29.1%
+47.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.7% | -1.7% | +2.4% | +1.0% |
| 3M | -0.5% | -0.8% | +0.3% | -0.4% |
| 6M | -11.3% | +4.4% | -15.7% | -12.0% |
| YTD | -0.6% | +21.2% | -21.8% | -4.1% |
| 1Y | +1.7% | +10.5% | -8.9% | -0.4% |
| 3Y | -12.5% | +47.5% | -60.0% | -19.0% |
| 5Y | +3.9% | +37.1% | -33.2% | -3.4% |
| 10Y | +76.6% | +29.5% | +47.1% | +65.8% |
| All | +76.6% | +29.1% | +47.5% | +65.8% |
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 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