+124.5%
PLTU vs KIM
+4.1%
+120.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.1% |
| 7D | -11.6% | -0.3% | -11.3% | -11.5% |
| 30D | -4.6% | -1.7% | -2.9% | -3.8% |
| 3M | +33.7% | -0.8% | +34.5% | +31.6% |
| 6M | -9.4% | +4.4% | -13.8% | -15.8% |
| YTD | -34.7% | +21.2% | -56.0% | -49.0% |
| 1Y | -23.2% | +10.5% | -33.8% | -32.8% |
| All | +124.5% | +4.1% | +120.4% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling