+2,339.8%
PEP vs KIM
+3,330.6%
-990.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +6.7% | +5.0% | +1.7% | +5.9% |
| 30D | +13.5% | +15.8% | -2.2% | +10.9% |
| 3M | +3.9% | +4.3% | -0.3% | +3.2% |
| 6M | -6.0% | +11.4% | -17.4% | -7.6% |
| YTD | +2.5% | +30.8% | -28.3% | -1.9% |
| 1Y | +3.9% | +31.4% | -27.5% | -0.6% |
| 3Y | -4.7% | +57.7% | -62.3% | -11.9% |
| 5Y | +1.1% | +31.7% | -30.6% | -4.7% |
| 10Y | +83.8% | +67.4% | +16.5% | +58.5% |
| All | +2,339.8% | +3,330.6% | -990.8% | +1,490.6% |
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 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