+2,623.8%
PNR vs KIM
+3,080.3%
-456.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -14.9% | -1.7% | -13.2% | -14.4% |
| 3M | -19.0% | -0.8% | -18.2% | -18.9% |
| 6M | -35.9% | +4.4% | -40.3% | -36.9% |
| YTD | -43.1% | +21.2% | -64.4% | -47.0% |
| 1Y | -46.4% | +10.5% | -56.9% | -48.4% |
| 3Y | -10.8% | +47.5% | -58.3% | -22.6% |
| 5Y | -18.9% | +37.1% | -55.9% | -27.9% |
| 10Y | +64.4% | +29.5% | +34.9% | +35.6% |
| All | +2,623.8% | +3,080.3% | -456.5% | +750.3% |
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