+835.7%
PM vs KIM
+94.6%
+741.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +4.1% | -9.3% | -6.0% |
| 30D | +2.7% | +16.8% | -14.1% | -0.4% |
| 3M | +5.2% | +5.7% | -0.5% | +4.1% |
| 6M | +17.0% | +9.7% | +7.3% | +14.9% |
| YTD | +25.5% | +30.2% | -4.7% | +19.0% |
| 1Y | +35.5% | +32.1% | +3.4% | +28.2% |
| 3Y | +143.9% | +58.6% | +85.3% | +120.5% |
| 5Y | +161.8% | +31.2% | +130.7% | +143.1% |
| 10Y | +235.9% | +66.7% | +169.3% | +180.3% |
| All | +835.7% | +94.6% | +741.2% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling