+14.4%
PL vs KIM
+31.5%
-17.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.9% |
| 7D | +5.6% | +2.8% | +2.9% | +7.4% |
| 30D | -16.9% | +15.9% | -32.8% | -9.9% |
| 3M | -38.2% | +7.8% | -46.0% | -35.6% |
| 6M | -63.4% | +11.9% | -75.3% | -60.7% |
| YTD | -27.6% | +31.0% | -58.7% | -15.8% |
| All | +14.4% | +31.5% | -17.1% | +33.9% |
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