+82.3%
PL vs KIM
+34.4%
+47.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -9.3% | +0.4% | -9.7% | -9.6% |
| 30D | -18.9% | -4.0% | -14.9% | -16.8% |
| 3M | -58.4% | +0.5% | -58.9% | -59.2% |
| 6M | -30.3% | +3.6% | -33.9% | -33.2% |
| YTD | -8.1% | +20.4% | -28.5% | -21.6% |
| 1Y | +180.5% | +9.7% | +170.8% | +154.8% |
| 3Y | +444.1% | +46.0% | +398.2% | +301.9% |
| All | +82.3% | +34.4% | +47.9% | +46.2% |
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