-2.4%
PLTR vs KIM
+30.6%
-33.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -1.9% |
| 7D | +4.7% | +0.1% | +4.6% | +4.8% |
| 30D | -16.4% | +14.1% | -30.5% | -10.0% |
| 3M | -6.2% | +6.0% | -12.2% | -2.5% |
| 6M | +29.2% | +13.2% | +15.9% | +36.2% |
| YTD | -5.5% | +30.4% | -35.9% | +7.1% |
| 1Y | -2.4% | +31.0% | -33.4% | +10.3% |
| All | -2.4% | +30.6% | -33.0% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling