+65.2%
PR vs KIM
+64.5%
+0.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.2% |
| 7D | -16.4% | +4.1% | -20.5% | -18.7% |
| 30D | -1.9% | +16.8% | -18.7% | -11.3% |
| 3M | +8.0% | +5.7% | +2.3% | +3.7% |
| 6M | +4.1% | +9.7% | -5.6% | -2.9% |
| YTD | +58.7% | +30.2% | +28.5% | +32.0% |
| 1Y | +75.8% | +32.1% | +43.7% | +44.8% |
| 3Y | +73.2% | +58.6% | +14.6% | +24.7% |
| 5Y | +230.1% | +31.2% | +199.0% | +165.6% |
| All | +65.2% | +64.5% | +0.7% | +5.6% |
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 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