+843.8%
PM vs KIM
+94.6%
+749.2%
-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 | +6.1% | +5.7% | +0.4% | +5.0% |
| 6M | +18.0% | +9.7% | +8.3% | +15.8% |
| YTD | +26.6% | +30.2% | -3.7% | +20.1% |
| 1Y | +36.7% | +32.1% | +4.6% | +29.3% |
| 3Y | +146.0% | +58.6% | +87.4% | +122.4% |
| 5Y | +164.1% | +31.2% | +132.9% | +145.2% |
| 10Y | +238.8% | +66.7% | +172.1% | +182.7% |
| All | +843.8% | +94.6% | +749.2% | +638.7% |
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 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