+210.6%
PWR vs KIM
+47.7%
+162.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.1% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -4.9% | -1.7% | -3.2% | -4.4% |
| 3M | -7.9% | -0.8% | -7.1% | -8.2% |
| 6M | +18.3% | +4.4% | +13.9% | +15.7% |
| YTD | +51.5% | +21.2% | +30.3% | +40.2% |
| 1Y | +70.3% | +10.5% | +59.8% | +63.1% |
| 3Y | +210.6% | +47.5% | +163.1% | +164.4% |
| All | +210.6% | +47.7% | +162.9% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling