+129.9%
PSA vs KIM
+63.6%
+66.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | +15.2% | +14.1% | +1.1% | +10.6% |
| 3M | +2.2% | +6.0% | -3.8% | +0.4% |
| 6M | +11.7% | +13.2% | -1.6% | +7.5% |
| YTD | +32.0% | +30.4% | +1.6% | +22.0% |
| 1Y | +26.3% | +31.0% | -4.8% | +16.5% |
| 3Y | +52.4% | +67.6% | -15.3% | +31.9% |
| 5Y | +26.3% | +35.8% | -9.5% | +14.5% |
| All | +129.9% | +63.6% | +66.3% | +101.1% |
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