+58.7%
PWR vs KIM
+9.4%
+49.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.5% |
| 7D | -0.2% | -1.5% | +1.3% | -0.4% |
| 30D | -7.7% | -1.7% | -6.0% | -7.9% |
| 3M | -4.9% | -7.1% | +2.2% | -6.2% |
| 6M | +9.7% | +2.9% | +6.9% | +8.2% |
| YTD | +46.7% | +18.8% | +27.8% | +48.5% |
| 1Y | +58.7% | +9.4% | +49.3% | +60.5% |
| All | +58.7% | +9.4% | +49.3% | +60.5% |
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