+752.3%
PLTR vs KIM
+65.6%
+686.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -16.4% | +14.1% | -30.5% | -20.4% |
| 3M | -6.2% | +6.0% | -12.2% | -8.1% |
| 6M | +29.2% | +13.2% | +15.9% | +21.3% |
| YTD | -5.5% | +30.4% | -35.9% | -18.2% |
| 1Y | -2.4% | +31.0% | -33.4% | -15.9% |
| 3Y | +752.3% | +67.6% | +684.7% | +572.2% |
| All | +752.3% | +65.6% | +686.8% | +572.2% |
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