-22.3%
PINS vs KIM
+108.1%
-130.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -2.1% | +4.1% | -6.1% | -3.4% |
| 30D | -6.6% | +16.8% | -23.4% | -11.7% |
| 3M | -18.7% | +5.7% | -24.4% | -20.4% |
| 6M | -10.4% | +9.7% | -20.1% | -13.7% |
| YTD | -26.8% | +30.2% | -57.0% | -34.0% |
| 1Y | -27.9% | +32.1% | -60.0% | -35.4% |
| 3Y | -38.7% | +58.6% | -97.3% | -48.8% |
| 5Y | -59.0% | +31.2% | -90.1% | -63.7% |
| All | -22.3% | +108.1% | -130.4% | -35.7% |
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