+112.3%
PFGC vs KIM
+37.7%
+74.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -15.8% | -1.7% | -14.1% | -15.0% |
| 3M | -0.6% | -0.8% | +0.2% | -0.3% |
| 6M | +10.7% | +4.4% | +6.3% | +7.9% |
| YTD | +7.6% | +21.2% | -13.6% | -3.6% |
| 1Y | -7.8% | +10.5% | -18.4% | -13.2% |
| 3Y | +63.7% | +47.5% | +16.2% | +27.3% |
| 5Y | +112.3% | +37.1% | +75.2% | +69.5% |
| All | +112.3% | +37.7% | +74.5% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling