-77.0%
PLTD vs KIM
+5.6%
-82.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.5% |
| 7D | +4.5% | -0.3% | +4.9% | +4.4% |
| 30D | -0.7% | -1.7% | +1.0% | -1.3% |
| 3M | -31.0% | -0.8% | -30.2% | -31.1% |
| 6M | -24.8% | +4.4% | -29.2% | -23.0% |
| YTD | -18.6% | +21.2% | -39.8% | -9.9% |
| 1Y | -31.8% | +10.5% | -42.3% | -29.3% |
| All | -77.0% | +5.6% | -82.6% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling