+1,652.2%
PPL vs KIM
+3,330.6%
-1,678.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | +1.0% | +5.0% | -3.9% | -0.1% |
| 30D | +6.8% | +15.8% | -8.9% | +3.1% |
| 3M | +3.9% | +4.3% | -0.4% | +2.8% |
| 6M | -2.0% | +11.4% | -13.4% | -4.6% |
| YTD | +5.3% | +30.8% | -25.5% | -1.3% |
| 1Y | +2.2% | +31.4% | -29.3% | -4.3% |
| 3Y | +56.7% | +57.7% | -0.9% | +39.6% |
| 5Y | +49.1% | +31.7% | +17.4% | +37.2% |
| 10Y | +63.6% | +67.4% | -3.7% | +33.7% |
| All | +1,652.2% | +3,330.6% | -1,678.4% | +821.0% |
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