+1,566.1%
PFE vs KIM
+3,058.9%
-1,492.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +10.2% | -4.0% | +14.2% | +11.1% |
| 3M | +12.7% | +0.5% | +12.1% | +12.5% |
| 6M | +10.5% | +3.6% | +6.9% | +9.6% |
| YTD | +20.2% | +20.4% | -0.3% | +15.5% |
| 1Y | +24.1% | +9.7% | +14.4% | +21.5% |
| 3Y | -3.6% | +46.0% | -49.6% | -11.5% |
| 5Y | -20.9% | +34.4% | -55.3% | -27.2% |
| 10Y | +35.8% | +29.3% | +6.5% | +17.6% |
| All | +1,566.1% | +3,058.9% | -1,492.8% | +831.3% |
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