+56.5%
PPL vs KIM
+62.3%
-5.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.4% |
| 3M | +1.5% | +6.6% | -5.1% | -0.9% |
| 6M | +1.0% | +12.3% | -11.3% | -3.2% |
| YTD | +4.4% | +31.6% | -27.2% | -5.2% |
| 1Y | +0.8% | +31.5% | -30.7% | -8.5% |
| 3Y | +56.5% | +68.0% | -11.5% | +27.6% |
| All | +56.5% | +62.3% | -5.8% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling