+3,422.1%
PNC vs KIM
+3,307.9%
+114.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +6.2% | +13.4% | -7.2% | -0.8% |
| 3M | -8.7% | +6.5% | -15.3% | -11.9% |
| 6M | +9.2% | +10.6% | -1.4% | +3.1% |
| YTD | +14.3% | +29.9% | -15.6% | -1.4% |
| 1Y | +27.7% | +29.6% | -1.9% | +10.3% |
| 3Y | +113.5% | +64.1% | +49.4% | +61.3% |
| 5Y | +36.7% | +35.3% | +1.4% | +13.2% |
| 10Y | +203.4% | +63.1% | +140.4% | +97.5% |
| All | +3,422.1% | +3,307.9% | +114.2% | +807.9% |
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