+763.1%
PM vs KIM
+79.9%
+683.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 6M | +3.7% | +3.6% | +0.1% | +3.0% |
| YTD | +15.8% | +20.4% | -4.7% | +11.5% |
| 1Y | +17.4% | +9.7% | +7.7% | +15.1% |
| 3Y | +116.9% | +46.0% | +70.9% | +99.2% |
| 5Y | +117.3% | +34.4% | +82.9% | +100.9% |
| 10Y | +193.8% | +29.3% | +164.5% | +156.9% |
| All | +763.1% | +79.9% | +683.2% | +586.2% |
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