+988.7%
PFG vs KIM
+391.3%
+597.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | +5.5% | +0.4% | +5.1% | +5.2% |
| 30D | +2.4% | -4.0% | +6.3% | +5.2% |
| 3M | +13.6% | +0.5% | +13.0% | +12.7% |
| 6M | +27.9% | +3.6% | +24.3% | +24.0% |
| YTD | +35.6% | +20.4% | +15.1% | +17.9% |
| 1Y | +48.5% | +9.7% | +38.8% | +37.4% |
| 3Y | +66.9% | +46.0% | +20.9% | +23.5% |
| 5Y | +111.0% | +34.4% | +76.5% | +60.9% |
| 10Y | +244.5% | +29.3% | +215.2% | +129.6% |
| All | +988.7% | +391.3% | +597.5% | +227.3% |
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