+54.2%
PPL vs KIM
+29.2%
+24.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +0.5% | -4.0% | +4.4% | +1.9% |
| 3M | +0.7% | +0.5% | +0.1% | +0.4% |
| 6M | -7.6% | +3.6% | -11.2% | -8.8% |
| YTD | +1.8% | +20.4% | -18.6% | -4.5% |
| 1Y | -0.8% | +9.7% | -10.5% | -4.0% |
| 3Y | +56.9% | +46.0% | +10.9% | +35.8% |
| 5Y | +39.5% | +34.4% | +5.1% | +22.2% |
| All | +54.2% | +29.2% | +24.9% | +28.2% |
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