+765.0%
PLTR vs KIM
+57.8%
+707.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.9% | +4.1% | -17.0% | -14.1% |
| 30D | -17.4% | +16.8% | -34.2% | -22.0% |
| 3M | +2.9% | +5.7% | -2.8% | +0.8% |
| 6M | +19.9% | +9.7% | +10.2% | +14.4% |
| YTD | -9.8% | +30.2% | -40.0% | -21.9% |
| 1Y | -8.4% | +32.1% | -40.5% | -21.6% |
| 3Y | +765.0% | +58.6% | +706.5% | +597.7% |
| All | +765.0% | +57.8% | +707.2% | +597.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling