+241.4%
PFG vs KIM
+29.7%
+211.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | +3.2% | -1.0% | +4.2% | +3.7% |
| 30D | +0.9% | -1.1% | +2.0% | +1.5% |
| 3M | +7.7% | -5.3% | +13.0% | +10.7% |
| 6M | +29.0% | +3.9% | +25.0% | +25.7% |
| YTD | +32.5% | +20.3% | +12.2% | +18.7% |
| 1Y | +47.3% | +10.4% | +36.9% | +38.2% |
| 3Y | +68.2% | +46.3% | +21.9% | +33.1% |
| 5Y | +108.5% | +37.6% | +70.9% | +68.2% |
| 10Y | +241.4% | +34.5% | +206.9% | +101.8% |
| All | +241.4% | +29.7% | +211.7% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling