+30.9%
PM vs KIM
+29.4%
+1.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -1.3% | +13.4% | -14.7% | -6.0% |
| 3M | +6.5% | +6.5% | 0.0% | +3.9% |
| 6M | +7.0% | +10.6% | -3.6% | +4.2% |
| YTD | +25.8% | +29.9% | -4.1% | +15.5% |
| 1Y | +30.9% | +29.6% | +1.3% | +20.1% |
| All | +30.9% | +29.4% | +1.5% | +20.1% |
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 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