-49.1%
PNR vs KIM
+9.2%
-58.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -6.0% | -1.7% | -4.3% | -5.2% |
| 30D | -14.0% | -3.0% | -11.0% | -12.7% |
| 3M | -21.7% | -8.9% | -12.8% | -18.2% |
| 6M | -37.3% | +2.4% | -39.7% | -38.3% |
| YTD | -45.1% | +18.3% | -63.5% | -49.2% |
| 1Y | -49.1% | +8.2% | -57.3% | -51.2% |
| All | -49.1% | +9.2% | -58.4% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling