+31,623.4%
PGR vs KIM
+3,017.4%
+28,606.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -3.4% | -1.5% | -2.0% | -3.0% |
| 30D | +1.8% | -1.7% | +3.5% | +2.3% |
| 3M | +5.9% | -7.1% | +13.1% | +8.2% |
| 6M | +4.6% | +2.9% | +1.7% | +3.5% |
| YTD | +1.1% | +18.8% | -17.8% | -4.1% |
| 1Y | -6.6% | +9.4% | -16.0% | -9.3% |
| 3Y | +74.2% | +44.6% | +29.6% | +52.9% |
| 5Y | +159.5% | +37.9% | +121.6% | +126.6% |
| 10Y | +813.4% | +32.9% | +780.5% | +623.2% |
| All | +31,623.4% | +3,017.4% | +28,606.0% | +7,953.7% |
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 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