+134.5%
PSA vs KIM
+63.9%
+70.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -2.1% | -1.0% | -1.0% | -1.7% |
| 30D | +16.2% | +14.8% | +1.4% | +11.4% |
| 3M | +4.3% | +8.1% | -3.8% | +1.9% |
| 6M | +9.9% | +11.7% | -1.8% | +6.3% |
| YTD | +33.3% | +30.7% | +2.5% | +23.0% |
| 1Y | +25.8% | +29.7% | -3.9% | +16.4% |
| 3Y | +54.8% | +65.1% | -10.3% | +34.5% |
| 5Y | +27.5% | +34.7% | -7.1% | +15.8% |
| 10Y | +134.5% | +64.1% | +70.4% | +101.9% |
| All | +134.5% | +63.9% | +70.7% | +101.9% |
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