+20,077.1%
PH vs KIM
+3,058.9%
+17,018.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -3.2% | -4.0% | +0.7% | -1.8% |
| 3M | +10.6% | +0.5% | +10.0% | +10.0% |
| 6M | -2.1% | +3.6% | -5.7% | -3.7% |
| YTD | +10.2% | +20.4% | -10.2% | +2.2% |
| 1Y | +28.2% | +9.7% | +18.5% | +23.1% |
| 3Y | +134.9% | +46.0% | +88.9% | +101.1% |
| 5Y | +253.6% | +34.4% | +219.2% | +210.8% |
| 10Y | +804.7% | +29.3% | +775.4% | +638.4% |
| All | +20,077.1% | +3,058.9% | +17,018.2% | +7,890.1% |
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