+1,621.2%
PFE vs KIM
+3,315.9%
-1,694.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.7% | +4.1% | -7.8% | -4.5% |
| 30D | +5.0% | +16.8% | -11.8% | +1.7% |
| 3M | +12.2% | +5.7% | +6.5% | +10.9% |
| 6M | +14.6% | +9.7% | +4.9% | +12.3% |
| YTD | +24.1% | +30.2% | -6.1% | +17.4% |
| 1Y | +26.6% | +32.1% | -5.5% | +19.3% |
| 3Y | +14.3% | +58.6% | -44.3% | +3.2% |
| 5Y | -21.9% | +31.2% | -53.1% | -27.8% |
| 10Y | +62.6% | +66.7% | -4.0% | +33.4% |
| All | +1,621.2% | +3,315.9% | -1,694.8% | +846.6% |
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