-75.6%
PSKY vs KIM
+33.1%
-108.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -6.0% | -1.5% | -4.5% | -5.3% |
| 30D | +10.7% | -1.7% | +12.3% | +11.6% |
| 3M | +1.2% | -7.1% | +8.3% | +4.7% |
| 6M | +1.5% | +2.9% | -1.4% | -0.8% |
| YTD | -21.8% | +18.8% | -40.6% | -29.3% |
| 1Y | -30.2% | +9.4% | -39.6% | -34.1% |
| 3Y | -20.1% | +44.6% | -64.7% | -35.4% |
| 5Y | -70.5% | +37.9% | -108.5% | -75.6% |
| All | -75.6% | +33.1% | -108.7% | -84.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling