-77.3%
PLTD vs KIM
+13.6%
-90.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.7% |
| 30D | +16.9% | +14.1% | +2.7% | +20.2% |
| 3M | +2.6% | +6.0% | -3.4% | +3.4% |
| 6M | -36.2% | +13.2% | -49.5% | -33.8% |
| YTD | -19.4% | +30.4% | -49.8% | -9.7% |
| 1Y | -22.5% | +31.0% | -53.6% | -13.0% |
| All | -77.3% | +13.6% | -90.8% | -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 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