+2,088.8%
PPG vs KIM
+3,054.9%
-966.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -3.7% | -1.0% | -2.8% | -3.4% |
| 30D | -7.2% | -1.1% | -6.1% | -6.9% |
| 3M | -7.3% | -5.3% | -2.0% | -5.5% |
| 6M | +0.3% | +3.9% | -3.7% | -1.1% |
| YTD | +6.5% | +20.3% | -13.7% | -0.4% |
| 1Y | +0.5% | +10.4% | -9.9% | -3.1% |
| 3Y | -15.3% | +46.3% | -61.6% | -26.6% |
| 5Y | -22.9% | +37.6% | -60.5% | -31.9% |
| 10Y | +28.4% | +34.5% | -6.1% | +3.6% |
| All | +2,088.8% | +3,054.9% | -966.1% | +578.4% |
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