-23.7%
PPG vs KIM
+35.1%
-58.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -5.1% | -1.5% | -3.7% | -4.3% |
| 30D | -9.6% | -1.7% | -7.9% | -8.7% |
| 3M | -6.4% | -7.1% | +0.7% | -2.5% |
| 6M | +0.5% | +2.9% | -2.4% | -1.2% |
| YTD | +4.4% | +18.8% | -14.4% | -5.6% |
| 1Y | -0.9% | +9.4% | -10.3% | -6.2% |
| 3Y | -17.0% | +44.6% | -61.5% | -34.2% |
| 5Y | -23.7% | +37.9% | -61.6% | -36.0% |
| All | -23.7% | +35.1% | -58.7% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling