+169.5%
PR vs KIM
+37.6%
+131.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +18.0% | -4.0% | +22.0% | +20.8% |
| 3M | +16.9% | +0.5% | +16.3% | +15.8% |
| 6M | +28.2% | +3.6% | +24.6% | +24.1% |
| YTD | +69.3% | +20.4% | +48.9% | +48.9% |
| 1Y | +69.5% | +9.7% | +59.8% | +57.5% |
| 3Y | +81.7% | +46.0% | +35.7% | +38.4% |
| 5Y | +422.2% | +34.4% | +387.8% | +318.2% |
| 10Y | +110.4% | +29.3% | +81.1% | +34.0% |
| All | +169.5% | +37.6% | +131.9% | +71.7% |
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