+19,138.1%
PH vs KIM
+3,315.9%
+15,822.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.0% | +4.1% | -2.1% | +0.4% |
| 30D | -3.7% | +16.8% | -20.5% | -9.5% |
| 3M | -14.0% | +5.7% | -19.7% | -16.1% |
| 6M | +2.1% | +9.7% | -7.6% | -2.0% |
| YTD | +5.1% | +30.2% | -25.2% | -5.7% |
| 1Y | +10.9% | +32.1% | -21.2% | -1.0% |
| 3Y | +132.9% | +58.6% | +74.4% | +92.8% |
| 5Y | +200.1% | +31.2% | +168.9% | +165.5% |
| 10Y | +783.8% | +66.7% | +717.1% | +557.9% |
| All | +19,138.1% | +3,315.9% | +15,822.2% | +7,273.1% |
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