+199.0%
PNC vs KIM
+63.6%
+135.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +7.6% | +14.1% | -6.5% | +0.9% |
| 3M | -8.1% | +6.0% | -14.1% | -10.8% |
| 6M | +12.6% | +13.2% | -0.6% | +5.7% |
| YTD | +15.0% | +30.4% | -15.4% | +0.6% |
| 1Y | +30.4% | +31.0% | -0.6% | +13.8% |
| 3Y | +116.1% | +67.6% | +48.5% | +67.1% |
| 5Y | +37.5% | +35.8% | +1.7% | +16.2% |
| All | +199.0% | +63.6% | +135.4% | +75.5% |
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