+1,681.1%
PLTR vs KIM
+193.7%
+1,487.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.1% |
| 7D | -5.1% | +2.8% | -8.0% | -6.1% |
| 30D | -19.1% | +16.3% | -35.4% | -23.9% |
| 3M | -1.6% | +6.6% | -8.3% | -4.4% |
| 6M | +22.8% | +12.3% | +10.5% | +16.1% |
| YTD | -4.8% | +31.6% | -36.4% | -16.3% |
| 1Y | -4.9% | +31.5% | -36.4% | -16.5% |
| 3Y | +826.1% | +68.0% | +758.1% | +631.4% |
| 5Y | +597.7% | +38.7% | +559.0% | +497.9% |
| All | +1,681.1% | +193.7% | +1,487.4% | +1,333.7% |
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