+1,046.2%
PLTR vs KIM
+46.2%
+1,000.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -6.4% | +0.4% | -6.8% | -6.6% |
| 30D | +10.0% | -4.0% | +14.0% | +12.0% |
| 3M | +23.0% | +0.5% | +22.5% | +21.4% |
| 6M | +13.8% | +3.6% | +10.2% | +10.1% |
| YTD | -1.9% | +20.4% | -22.4% | -13.5% |
| 1Y | +11.6% | +9.7% | +1.9% | +4.0% |
| All | +1,046.2% | +46.2% | +1,000.0% | +848.3% |
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 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