+134.5%
PH vs KIM
+65.6%
+69.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +0.1% | +14.1% | -14.0% | -5.9% |
| 3M | -9.4% | +6.0% | -15.4% | -11.8% |
| 6M | +8.8% | +13.2% | -4.5% | +1.7% |
| YTD | +9.6% | +30.4% | -20.8% | -4.8% |
| 1Y | +14.4% | +31.0% | -16.6% | -1.0% |
| 3Y | +134.5% | +67.6% | +66.9% | +88.6% |
| All | +134.5% | +65.6% | +69.0% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling