+105.7%
PLTU vs KIM
+11.9%
+93.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.4% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | -33.0% | +14.1% | -47.1% | -37.2% |
| 3M | -19.0% | +6.0% | -25.0% | -21.0% |
| 6M | +30.4% | +13.2% | +17.2% | +16.9% |
| YTD | -40.2% | +30.4% | -70.5% | -54.8% |
| 1Y | -37.8% | +31.0% | -68.8% | -53.6% |
| All | +105.7% | +11.9% | +93.8% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling