+11.1%
PL vs KIM
+31.2%
-20.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.2% | -9.5% |
| 7D | -20.5% | +5.0% | -25.5% | -23.2% |
| 30D | -38.8% | +15.8% | -54.5% | -44.7% |
| 3M | -49.1% | +4.3% | -53.4% | -50.8% |
| 6M | -69.4% | +11.4% | -80.8% | -72.1% |
| YTD | -42.3% | +30.8% | -73.1% | -53.9% |
| 1Y | -14.2% | +31.4% | -45.6% | -32.0% |
| 3Y | +398.7% | +57.7% | +341.0% | +242.5% |
| 5Y | +11.1% | +31.7% | -20.6% | -18.3% |
| All | +11.1% | +31.2% | -20.1% | -18.3% |
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