+198.6%
PM vs KIM
+29.1%
+169.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.6% | -1.7% | -0.8% | -2.2% |
| 3M | +5.8% | -0.8% | +6.6% | +6.0% |
| 6M | +10.6% | +4.4% | +6.2% | +9.4% |
| YTD | +17.2% | +21.2% | -4.1% | +12.0% |
| 1Y | +17.6% | +10.5% | +7.1% | +14.8% |
| 3Y | +124.3% | +47.5% | +76.8% | +102.3% |
| 5Y | +125.1% | +37.1% | +88.0% | +104.1% |
| 10Y | +198.6% | +29.5% | +169.1% | +174.1% |
| All | +198.6% | +29.1% | +169.5% | +174.1% |
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