+147.8%
PR vs KIM
+49.5%
+98.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.3% |
| 7D | -16.5% | +5.0% | -21.5% | -19.2% |
| 30D | -4.5% | +15.8% | -20.3% | -13.0% |
| 3M | +8.5% | +4.3% | +4.3% | +5.2% |
| 6M | -3.3% | +11.4% | -14.7% | -10.6% |
| YTD | +55.7% | +30.8% | +24.9% | +29.7% |
| 1Y | +82.0% | +31.4% | +50.6% | +51.0% |
| 3Y | +62.5% | +57.7% | +4.8% | +18.4% |
| 5Y | +223.9% | +31.7% | +192.2% | +161.4% |
| 10Y | +64.2% | +67.4% | -3.2% | +1.2% |
| All | +147.8% | +49.5% | +98.3% | +49.5% |
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