-63.4%
PINS vs KIM
+34.4%
-97.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -12.0% | +0.4% | -12.4% | -12.2% |
| 30D | -12.7% | -4.0% | -8.7% | -10.7% |
| 3M | -5.5% | +0.5% | -6.1% | -6.3% |
| 6M | +5.3% | +3.6% | +1.7% | +2.3% |
| YTD | -21.2% | +20.4% | -41.6% | -30.5% |
| 1Y | -45.0% | +9.7% | -54.7% | -48.7% |
| 3Y | -26.2% | +46.0% | -72.2% | -44.0% |
| All | -63.4% | +34.4% | -97.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling