+99.2%
PSA vs KIM
+33.1%
+66.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -3.6% | -1.5% | -2.2% | -3.2% |
| 30D | -9.4% | -1.7% | -7.7% | -8.9% |
| 3M | -8.2% | -7.1% | -1.0% | -6.1% |
| 6M | -1.8% | +2.9% | -4.7% | -2.6% |
| YTD | +15.7% | +18.8% | -3.1% | +10.0% |
| 1Y | +6.3% | +9.4% | -3.1% | +3.5% |
| 3Y | +21.6% | +44.6% | -23.0% | +9.5% |
| 5Y | +13.5% | +37.9% | -24.5% | +3.1% |
| All | +99.2% | +33.1% | +66.1% | +99.5% |
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 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