+180.5%
PL vs KIM
+9.1%
+171.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -2.0% |
| 7D | -9.3% | -0.8% | -8.6% | -9.7% |
| 30D | -18.9% | -5.1% | -13.8% | -21.5% |
| 3M | -58.4% | -0.6% | -57.7% | -58.1% |
| 6M | -30.3% | +2.4% | -32.7% | -28.1% |
| YTD | -8.1% | +19.0% | -27.1% | +1.4% |
| 1Y | +180.5% | +8.4% | +172.1% | +184.6% |
| All | +180.5% | +9.1% | +171.4% | +184.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling