+70.3%
PR vs KIM
+64.9%
+5.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -9.5% | +2.8% | -12.3% | -11.2% |
| 30D | -5.7% | +15.9% | -21.6% | -14.3% |
| 3M | +3.0% | +7.8% | -4.8% | -2.2% |
| 6M | +11.8% | +11.9% | -0.1% | +3.0% |
| YTD | +58.5% | +31.0% | +27.4% | +31.2% |
| 1Y | +69.9% | +32.3% | +37.5% | +39.7% |
| 3Y | +84.9% | +65.5% | +19.4% | +29.4% |
| 5Y | +246.4% | +37.2% | +209.2% | +171.3% |
| 10Y | +70.3% | +63.9% | +6.4% | +10.0% |
| All | +70.3% | +64.9% | +5.4% | +10.0% |
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 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