+1,112.1%
PSX vs KIM
+155.2%
+956.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | +26.6% | -4.0% | +30.6% | +29.1% |
| 3M | +39.3% | +0.5% | +38.7% | +38.5% |
| 6M | +56.8% | +3.6% | +53.2% | +52.9% |
| YTD | +101.8% | +20.4% | +81.4% | +81.8% |
| 1Y | +99.6% | +9.7% | +89.9% | +88.4% |
| 3Y | +140.3% | +46.0% | +94.4% | +92.6% |
| 5Y | +339.3% | +34.4% | +304.9% | +256.4% |
| 10Y | +369.9% | +29.3% | +340.6% | +238.8% |
| All | +1,112.1% | +155.2% | +956.9% | +523.7% |
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 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