+1,692.6%
PLTR vs KIM
+170.7%
+1,521.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -1.0% | -1.7% | +0.7% | -0.4% |
| 3M | +24.8% | -0.8% | +25.6% | +24.5% |
| 6M | +8.4% | +4.4% | +4.0% | +5.5% |
| YTD | -4.2% | +21.2% | -25.4% | -12.8% |
| 1Y | +9.1% | +10.5% | -1.4% | +3.1% |
| 3Y | +1,025.6% | +47.5% | +978.1% | +838.1% |
| 5Y | +565.8% | +37.1% | +528.7% | +487.7% |
| All | +1,692.6% | +170.7% | +1,521.9% | +1,393.1% |
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