+122.5%
PM vs KIM
+46.2%
+76.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -3.4% | -4.0% | +0.6% | -2.6% |
| 3M | +5.2% | +0.5% | +4.6% | +5.3% |
| 6M | +3.7% | +3.6% | +0.1% | +3.2% |
| YTD | +15.8% | +20.4% | -4.7% | +11.9% |
| 1Y | +17.4% | +9.7% | +7.7% | +15.3% |
| All | +122.5% | +46.2% | +76.3% | +109.6% |
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 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