+67.9%
PPL vs KIM
+63.6%
+4.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.6% | +14.1% | -11.5% | -1.9% |
| 3M | +0.8% | +6.0% | -5.2% | -1.3% |
| 6M | +1.4% | +13.2% | -11.8% | -2.9% |
| YTD | +4.3% | +30.4% | -26.1% | -4.9% |
| 1Y | +0.8% | +31.0% | -30.3% | -8.3% |
| 3Y | +57.9% | +67.6% | -9.7% | +30.7% |
| 5Y | +48.3% | +35.8% | +12.6% | +29.7% |
| All | +67.9% | +63.6% | +4.3% | +21.2% |
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 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