-14.0%
PLTD vs KIM
+31.8%
-45.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -6.0% |
| 7D | +4.2% | +2.8% | +1.4% | +2.6% |
| 30D | +20.8% | +16.3% | +4.5% | +11.7% |
| 3M | -2.6% | +6.6% | -9.2% | -6.1% |
| 6M | -33.1% | +12.3% | -45.4% | -35.8% |
| YTD | -20.0% | +31.6% | -51.6% | -27.4% |
| All | -14.0% | +31.8% | -45.8% | -21.1% |
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