+26.0%
PFE vs KIM
+31.8%
-5.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | -4.7% | +2.8% | -7.5% | -5.6% |
| 30D | +3.4% | +16.3% | -13.0% | -1.5% |
| 3M | +9.2% | +6.6% | +2.6% | +6.9% |
| 6M | +15.8% | +12.3% | +3.5% | +10.7% |
| YTD | +23.4% | +31.6% | -8.1% | +6.3% |
| All | +26.0% | +31.8% | -5.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling