+1,594.8%
PPL vs KIM
+3,058.9%
-1,464.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +0.5% | -4.0% | +4.4% | +1.4% |
| 3M | +0.7% | +0.5% | +0.1% | +0.5% |
| 6M | -7.6% | +3.6% | -11.2% | -8.4% |
| YTD | +1.8% | +20.4% | -18.6% | -2.6% |
| 1Y | -0.8% | +9.7% | -10.5% | -3.0% |
| 3Y | +56.9% | +46.0% | +10.9% | +42.3% |
| 5Y | +39.5% | +34.4% | +5.1% | +27.8% |
| 10Y | +55.4% | +29.3% | +26.1% | +34.0% |
| All | +1,594.8% | +3,058.9% | -1,464.1% | +808.8% |
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