+64.4%
PPL vs KIM
+65.6%
-1.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.2% | +2.8% | -4.0% | -2.2% |
| 30D | +4.2% | +16.3% | -12.1% | -1.1% |
| 3M | +1.5% | +6.6% | -5.1% | -0.8% |
| 6M | +1.0% | +12.3% | -11.3% | -3.0% |
| YTD | +4.4% | +31.6% | -27.2% | -5.1% |
| 1Y | +0.8% | +31.5% | -30.7% | -8.4% |
| 3Y | +56.5% | +68.0% | -11.5% | +29.4% |
| 5Y | +47.7% | +38.7% | +9.0% | +28.2% |
| 10Y | +64.4% | +65.7% | -1.3% | +16.2% |
| All | +64.4% | +65.6% | -1.2% | +16.2% |
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