+21.1%
PL vs KIM
+31.1%
-10.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.7% |
| 7D | -6.8% | +4.1% | -10.9% | -9.5% |
| 30D | -29.3% | +16.8% | -46.1% | -36.7% |
| 3M | -44.8% | +5.7% | -50.5% | -47.0% |
| 6M | -68.4% | +9.7% | -78.1% | -70.9% |
| YTD | -36.4% | +30.2% | -66.6% | -49.1% |
| 1Y | +0.7% | +32.1% | -31.4% | -20.8% |
| 3Y | +455.3% | +58.6% | +396.7% | +277.9% |
| All | +21.1% | +31.1% | -10.0% | -12.8% |
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 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