+40.6%
PFG vs KIM
+31.2%
+9.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | +6.4% | +14.8% | -8.4% | +2.1% |
| 3M | +2.2% | +8.1% | -5.9% | -0.3% |
| 6M | +16.3% | +11.7% | +4.6% | +12.0% |
| YTD | +33.2% | +30.7% | +2.5% | +22.1% |
| 1Y | +40.6% | +29.7% | +10.9% | +30.0% |
| All | +40.6% | +31.2% | +9.4% | +30.0% |
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