+1,102.3%
PSX vs KIM
+178.8%
+923.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | -8.0% | +2.8% | -10.8% | -9.4% |
| 30D | -9.0% | +16.3% | -25.4% | -16.0% |
| 3M | +24.7% | +6.6% | +18.1% | +20.2% |
| 6M | +49.3% | +12.3% | +37.0% | +39.7% |
| YTD | +100.2% | +31.6% | +68.6% | +71.8% |
| 1Y | +88.8% | +31.5% | +57.3% | +62.1% |
| 3Y | +152.5% | +68.0% | +84.5% | +88.3% |
| 5Y | +283.2% | +38.7% | +244.5% | +206.1% |
| 10Y | +345.8% | +65.7% | +280.1% | +183.7% |
| All | +1,102.3% | +178.8% | +923.5% | +489.3% |
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