-76.1%
PLTD vs KIM
+13.4%
-89.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +13.7% | +4.1% | +9.7% | +14.6% |
| 30D | +18.4% | +16.8% | +1.6% | +22.6% |
| 3M | -7.5% | +5.7% | -13.2% | -6.8% |
| 6M | -31.3% | +9.7% | -41.0% | -29.6% |
| YTD | -15.4% | +30.2% | -45.6% | -5.3% |
| 1Y | -18.4% | +32.1% | -50.5% | -7.8% |
| All | -76.1% | +13.4% | -89.5% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling