+85.9%
PFGC vs KIM
+62.3%
+23.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | +10.8% | +2.8% | +8.0% | +9.6% |
| 30D | +17.8% | +16.3% | +1.5% | +10.3% |
| 3M | -2.7% | +6.6% | -9.4% | -5.5% |
| 6M | +20.0% | +12.3% | +7.7% | +14.0% |
| YTD | +24.3% | +31.6% | -7.3% | +10.2% |
| 1Y | +13.2% | +31.5% | -18.3% | +0.3% |
| 3Y | +85.9% | +68.0% | +17.9% | +52.7% |
| All | +85.9% | +62.3% | +23.6% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling