+94.0%
PSX vs KIM
+30.1%
+63.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.6% |
| 7D | +6.4% | -0.7% | +7.1% | +6.4% |
| 30D | -10.2% | +13.4% | -23.6% | -10.7% |
| 3M | +17.2% | +6.5% | +10.6% | +17.2% |
| 6M | +51.8% | +10.6% | +41.2% | +52.0% |
| YTD | +108.0% | +29.9% | +78.1% | +86.5% |
| All | +94.0% | +30.1% | +63.9% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling