+338.3%
PSX vs KIM
+64.9%
+273.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -7.8% | +2.8% | -10.6% | -9.2% |
| 30D | -9.9% | +15.9% | -25.8% | -16.7% |
| 3M | +16.9% | +7.8% | +9.2% | +12.1% |
| 6M | +48.0% | +11.9% | +36.1% | +38.6% |
| YTD | +98.3% | +31.0% | +67.3% | +70.3% |
| 1Y | +86.2% | +32.3% | +53.8% | +59.1% |
| 3Y | +144.0% | +65.5% | +78.5% | +82.9% |
| 5Y | +287.7% | +37.2% | +250.5% | +210.9% |
| 10Y | +338.3% | +63.9% | +274.4% | +155.7% |
| All | +338.3% | +64.9% | +273.4% | +155.7% |
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