+250.9%
PM vs KIM
+64.9%
+186.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -6.6% | +2.8% | -9.4% | -7.2% |
| 30D | -3.4% | +15.9% | -19.3% | -6.7% |
| 3M | +5.3% | +7.8% | -2.4% | +3.5% |
| 6M | +15.5% | +11.9% | +3.7% | +12.6% |
| YTD | +24.3% | +31.0% | -6.8% | +16.7% |
| 1Y | +29.7% | +32.3% | -2.6% | +21.6% |
| 3Y | +144.9% | +65.5% | +79.4% | +115.6% |
| 5Y | +159.0% | +37.2% | +121.8% | +135.0% |
| 10Y | +250.9% | +63.9% | +187.0% | +180.2% |
| All | +250.9% | +64.9% | +186.0% | +180.2% |
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 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