+1,706.1%
PLTR vs KIM
+190.0%
+1,516.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +10.7% | -0.7% | +11.4% | +11.0% |
| 30D | -17.8% | +13.4% | -31.2% | -21.9% |
| 3M | +0.3% | +6.5% | -6.2% | -2.4% |
| 6M | +26.2% | +10.6% | +15.6% | +20.0% |
| YTD | -3.5% | +29.9% | -33.4% | -14.7% |
| 1Y | -6.8% | +29.6% | -36.4% | -17.7% |
| 3Y | +772.3% | +64.1% | +708.2% | +595.1% |
| 5Y | +651.6% | +35.3% | +616.3% | +547.4% |
| All | +1,706.1% | +190.0% | +1,516.1% | +1,360.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling