+86.2%
PSX vs KIM
+31.2%
+54.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -7.8% | +2.8% | -10.6% | -7.8% |
| 30D | -9.9% | +15.9% | -25.8% | -10.6% |
| 3M | +16.9% | +7.8% | +9.2% | +16.9% |
| 6M | +48.0% | +11.9% | +36.1% | +47.9% |
| YTD | +98.3% | +31.0% | +67.3% | +77.5% |
| 1Y | +86.2% | +32.3% | +53.8% | +66.1% |
| All | +86.2% | +31.2% | +54.9% | +66.1% |
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