+4.4%
PLTR vs KIM
+9.4%
-5.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.8% |
| 7D | 0.0% | -1.0% | +1.0% | -0.3% |
| 30D | -3.3% | -1.1% | -2.2% | -3.6% |
| 3M | +28.4% | -5.3% | +33.7% | +26.0% |
| 6M | +8.4% | +3.9% | +4.5% | +8.2% |
| YTD | -4.6% | +20.3% | -24.9% | 0.0% |
| 1Y | +4.4% | +10.4% | -6.0% | +9.3% |
| All | +4.4% | +9.4% | -5.0% | +9.3% |
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