-21.9%
PINS vs KIM
+110.2%
-132.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -6.2% | +2.8% | -9.0% | -7.0% |
| 30D | -10.9% | +16.3% | -27.3% | -15.7% |
| 3M | -19.5% | +6.6% | -26.2% | -21.4% |
| 6M | -10.4% | +12.3% | -22.7% | -14.4% |
| YTD | -26.4% | +31.6% | -57.9% | -33.9% |
| 1Y | -29.6% | +31.5% | -61.1% | -36.9% |
| 3Y | -39.0% | +68.0% | -107.0% | -50.1% |
| 5Y | -59.1% | +38.7% | -97.8% | -64.3% |
| All | -21.9% | +110.2% | -132.1% | -35.6% |
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 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