+111.3%
PFG vs KIM
+37.7%
+73.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +2.2% | -1.7% | +3.9% | +3.2% |
| 3M | +10.4% | -0.8% | +11.2% | +10.5% |
| 6M | +27.8% | +4.4% | +23.4% | +24.0% |
| YTD | +33.6% | +21.2% | +12.4% | +18.5% |
| 1Y | +49.3% | +10.5% | +38.8% | +39.5% |
| 3Y | +69.7% | +47.5% | +22.2% | +31.5% |
| 5Y | +111.3% | +37.1% | +74.3% | +69.9% |
| All | +111.3% | +37.7% | +73.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling