-6.3%
PFGC vs KIM
+9.1%
-15.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -11.9% | -5.1% | -6.8% | -9.9% |
| 3M | +5.0% | -0.6% | +5.6% | +5.5% |
| 6M | +8.6% | +2.4% | +6.2% | +7.7% |
| YTD | +9.7% | +19.0% | -9.3% | +3.1% |
| 1Y | -6.3% | +8.4% | -14.7% | -9.1% |
| All | -6.3% | +9.1% | -15.4% | -9.1% |
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