+270.8%
PNC vs KIM
+33.1%
+237.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | -0.9% | -1.5% | +0.6% | -0.2% |
| 30D | -4.4% | -1.7% | -2.7% | -3.7% |
| 3M | +5.3% | -7.1% | +12.4% | +8.9% |
| 6M | +19.6% | +2.9% | +16.7% | +17.6% |
| YTD | +19.1% | +18.8% | +0.3% | +9.1% |
| 1Y | +24.3% | +9.4% | +14.9% | +18.4% |
| 3Y | +132.2% | +44.6% | +87.6% | +92.9% |
| 5Y | +52.3% | +37.9% | +14.4% | +28.3% |
| All | +270.8% | +33.1% | +237.7% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling