+2,425.3%
PWR vs KIM
+29.7%
+2,395.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +2.7% | -1.0% | +3.6% | +3.0% |
| 30D | -5.1% | -1.1% | -4.0% | -4.8% |
| 3M | -9.4% | -5.3% | -4.1% | -7.9% |
| 6M | +10.4% | +3.9% | +6.5% | +8.3% |
| YTD | +48.6% | +20.3% | +28.4% | +37.8% |
| 1Y | +68.0% | +10.4% | +57.6% | +60.5% |
| 3Y | +204.7% | +46.3% | +158.4% | +158.4% |
| 5Y | +451.9% | +37.6% | +414.4% | +375.7% |
| 10Y | +2,425.3% | +34.5% | +2,390.9% | +1,778.3% |
| All | +2,425.3% | +29.7% | +2,395.6% | +1,778.3% |
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 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