-16.5%
PLTD vs KIM
+33.1%
-49.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.5% |
| 7D | +14.4% | +10.6% | +3.8% | +8.6% |
| 30D | +8.6% | +17.5% | -8.8% | +0.1% |
| 3M | -9.2% | +4.7% | -13.9% | -11.8% |
| 6M | -29.5% | +13.1% | -42.6% | -32.4% |
| YTD | -20.2% | +32.1% | -52.3% | -27.5% |
| 1Y | -16.5% | +32.7% | -49.2% | -23.7% |
| All | -16.5% | +33.1% | -49.6% | -23.7% |
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