+122.7%
PLTU vs KIM
+3.3%
+119.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -8.8% | -1.1% | -7.7% | -8.4% |
| 3M | +41.7% | -5.3% | +47.0% | +44.8% |
| 6M | -9.3% | +3.9% | -13.2% | -15.6% |
| YTD | -35.2% | +20.3% | -55.5% | -49.2% |
| 1Y | -29.5% | +10.4% | -39.9% | -38.6% |
| All | +122.7% | +3.3% | +119.4% | +97.3% |
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 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