+298.1%
PFGC vs KIM
+29.7%
+268.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -3.7% | -1.0% | -2.8% | -3.1% |
| 30D | -16.0% | -1.1% | -14.9% | -15.4% |
| 3M | -4.1% | -5.3% | +1.2% | -0.7% |
| 6M | +8.7% | +3.9% | +4.8% | +5.6% |
| YTD | +6.4% | +20.3% | -13.9% | -6.8% |
| 1Y | -8.4% | +10.4% | -18.8% | -15.1% |
| 3Y | +61.8% | +46.3% | +15.4% | +19.3% |
| 5Y | +108.7% | +37.6% | +71.1% | +57.0% |
| 10Y | +298.1% | +34.5% | +263.6% | +146.3% |
| All | +298.1% | +29.7% | +268.4% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling