+62.8%
PNR vs KIM
+32.5%
+30.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -6.0% | -1.7% | -4.3% | -5.4% |
| 30D | -14.0% | -3.0% | -11.0% | -12.9% |
| 3M | -21.7% | -8.9% | -12.8% | -18.8% |
| 6M | -37.3% | +2.4% | -39.7% | -37.9% |
| YTD | -45.1% | +18.3% | -63.5% | -48.8% |
| 1Y | -49.1% | +8.2% | -57.3% | -50.8% |
| 3Y | -14.8% | +44.0% | -58.9% | -26.5% |
| 5Y | -21.0% | +37.3% | -58.4% | -30.6% |
| All | +62.8% | +32.5% | +30.3% | +26.8% |
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