+73.8%
PFG vs KIM
+46.2%
+27.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | +2.4% | -4.0% | +6.3% | +4.4% |
| 3M | +13.6% | +0.5% | +13.0% | +12.9% |
| 6M | +27.9% | +3.6% | +24.3% | +24.9% |
| YTD | +35.6% | +20.4% | +15.1% | +21.8% |
| 1Y | +48.5% | +9.7% | +38.8% | +40.2% |
| All | +73.8% | +46.2% | +27.6% | +45.5% |
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