+135.5%
PLTU vs KIM
+3.4%
+132.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.9% | -8.9% |
| 7D | -13.6% | +0.4% | -14.0% | -13.9% |
| 30D | +16.7% | -4.0% | +20.6% | +19.3% |
| 3M | +29.6% | +0.5% | +29.0% | +25.5% |
| 6M | -0.1% | +3.6% | -3.7% | -6.7% |
| YTD | -31.5% | +20.4% | -51.9% | -46.3% |
| 1Y | -19.7% | +9.7% | -29.4% | -29.5% |
| All | +135.5% | +3.4% | +132.1% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling