+26.8%
PL vs KIM
+58.2%
-31.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.6% |
| 7D | -6.8% | +4.1% | -10.9% | -9.1% |
| 30D | -29.3% | +16.8% | -46.1% | -35.8% |
| 3M | -44.8% | +5.7% | -50.5% | -46.8% |
| 6M | -68.4% | +9.7% | -78.1% | -70.6% |
| YTD | -36.4% | +30.2% | -66.6% | -47.6% |
| 1Y | +0.7% | +32.1% | -31.4% | -18.1% |
| 3Y | +455.3% | +58.6% | +396.7% | +303.0% |
| 5Y | +22.7% | +31.2% | -8.5% | -3.5% |
| All | +26.8% | +58.2% | -31.5% | -0.8% |
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