-77.5%
PLTD vs KIM
+4.9%
-82.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.9% | +0.4% | +5.5% | +6.0% |
| 30D | -11.6% | -4.0% | -7.6% | -12.7% |
| 3M | -29.9% | +0.5% | -30.5% | -29.5% |
| 6M | -28.5% | +3.6% | -32.1% | -26.9% |
| YTD | -20.4% | +20.4% | -40.8% | -12.1% |
| 1Y | -33.3% | +9.7% | -43.0% | -31.0% |
| All | -77.5% | +4.9% | -82.4% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling