+83.0%
PL vs KIM
+46.3%
+36.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | -18.9% | -4.0% | -14.9% | -17.0% |
| 3M | -58.4% | +0.5% | -58.9% | -59.1% |
| 6M | -30.3% | +3.6% | -33.9% | -33.0% |
| YTD | -8.1% | +20.4% | -28.5% | -20.4% |
| 1Y | +180.5% | +9.7% | +170.8% | +157.2% |
| 3Y | +444.1% | +46.0% | +398.2% | +316.4% |
| 5Y | +83.0% | +34.4% | +48.6% | +50.9% |
| All | +83.0% | +46.3% | +36.7% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling