+792.3%
PH vs KIM
+29.1%
+763.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.8% | -1.7% | -9.1% | -10.1% |
| 3M | +8.5% | -0.8% | +9.3% | +8.5% |
| 6M | +3.9% | +4.4% | -0.5% | +1.4% |
| YTD | +9.4% | +21.2% | -11.8% | -0.6% |
| 1Y | +26.8% | +10.5% | +16.2% | +20.1% |
| 3Y | +140.8% | +47.5% | +93.3% | +97.4% |
| 5Y | +253.8% | +37.1% | +216.7% | +197.5% |
| 10Y | +792.3% | +29.5% | +762.9% | +500.7% |
| All | +792.3% | +29.1% | +763.2% | +500.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling