+485.3%
PFGC vs KIM
+79.9%
+405.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | +17.4% | +14.8% | +2.6% | +7.3% |
| 3M | -2.4% | +8.1% | -10.6% | -7.3% |
| 6M | +18.2% | +11.7% | +6.6% | +9.6% |
| YTD | +23.7% | +30.7% | -7.1% | +2.8% |
| 1Y | +15.0% | +29.7% | -14.8% | -4.0% |
| 3Y | +82.3% | +65.1% | +17.3% | +25.2% |
| 5Y | +131.9% | +34.7% | +97.3% | +79.2% |
| 10Y | +353.0% | +64.1% | +288.9% | +162.6% |
| All | +485.3% | +79.9% | +405.4% | +210.4% |
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