+934.9%
PFG vs KIM
+431.2%
+503.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.6% | +4.1% | -4.7% | -3.3% |
| 30D | +2.0% | +16.8% | -14.8% | -8.5% |
| 3M | -3.2% | +5.7% | -8.9% | -7.1% |
| 6M | +10.9% | +9.7% | +1.2% | +3.4% |
| YTD | +28.8% | +30.2% | -1.4% | +5.9% |
| 1Y | +39.2% | +32.1% | +7.1% | +13.2% |
| 3Y | +75.0% | +58.6% | +16.5% | +22.4% |
| 5Y | +91.9% | +31.2% | +60.8% | +49.5% |
| 10Y | +202.3% | +66.7% | +135.7% | +67.6% |
| All | +934.9% | +431.2% | +503.7% | +194.2% |
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