-16.8%
PLTD vs KIM
+31.2%
-48.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -1.6% | -1.0% | -0.5% | -1.1% |
| 30D | +18.5% | +14.8% | +3.7% | +10.3% |
| 3M | -2.4% | +8.1% | -10.6% | -6.6% |
| 6M | -34.6% | +11.7% | -46.2% | -37.0% |
| YTD | -21.4% | +30.7% | -52.2% | -28.2% |
| 1Y | -16.8% | +29.7% | -46.5% | -24.4% |
| All | -16.8% | +31.2% | -48.0% | -24.4% |
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