+20.8%
PFE vs KIM
+65.0%
-44.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +3.1% | +13.4% | -10.3% | -0.6% |
| 3M | +11.2% | +6.5% | +4.6% | +9.1% |
| 6M | +15.0% | +10.6% | +4.5% | +11.4% |
| YTD | +23.5% | +29.9% | -6.4% | +13.7% |
| 1Y | +18.9% | +29.6% | -10.7% | +9.5% |
| All | +20.8% | +65.0% | -44.2% | +10.9% |
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 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