+419.1%
PFGC vs KIM
+65.7%
+353.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | -11.9% | -4.0% | -8.0% | -9.6% |
| 3M | +5.0% | +0.5% | +4.5% | +4.4% |
| 6M | +8.6% | +3.6% | +5.0% | +5.7% |
| YTD | +9.7% | +20.4% | -10.7% | -3.8% |
| 1Y | -6.3% | +9.7% | -16.0% | -12.7% |
| 3Y | +58.2% | +46.0% | +12.2% | +17.3% |
| 5Y | +110.4% | +34.4% | +76.0% | +61.4% |
| 10Y | +272.8% | +29.3% | +243.5% | +145.2% |
| All | +419.1% | +65.7% | +353.4% | +190.4% |
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