+15,733.8%
PSA vs KIM
+3,058.9%
+12,674.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | -7.7% | -4.0% | -3.8% | -5.8% |
| 3M | -0.6% | +0.5% | -1.1% | -0.9% |
| 6M | -0.9% | +3.6% | -4.5% | -2.7% |
| YTD | +18.7% | +20.4% | -1.8% | +7.6% |
| 1Y | +7.6% | +9.7% | -2.1% | +2.4% |
| 3Y | +23.7% | +46.0% | -22.3% | +0.4% |
| 5Y | +13.7% | +34.4% | -20.8% | -6.1% |
| 10Y | +98.9% | +29.3% | +69.6% | +35.9% |
| All | +15,733.8% | +3,058.9% | +12,674.9% | +3,834.6% |
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