+30.7%
PM vs KIM
+30.2%
+0.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.1% | -1.0% | -6.1% | -6.7% |
| 30D | -2.8% | +14.8% | -17.6% | -7.8% |
| 3M | +6.3% | +8.1% | -1.8% | +3.1% |
| 6M | +9.6% | +11.7% | -2.0% | +6.5% |
| YTD | +25.6% | +30.7% | -5.1% | +15.0% |
| All | +30.7% | +30.2% | +0.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling