+150.0%
PM vs KIM
+65.6%
+84.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.2% | +14.1% | -17.3% | -5.9% |
| 3M | +6.2% | +6.0% | +0.2% | +4.8% |
| 6M | +7.7% | +13.2% | -5.6% | +5.2% |
| YTD | +27.3% | +30.4% | -3.1% | +21.2% |
| 1Y | +32.8% | +31.0% | +1.7% | +26.3% |
| 3Y | +150.0% | +67.6% | +82.4% | +130.7% |
| All | +150.0% | +65.6% | +84.5% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling