+425.6%
PWR vs KIM
+36.8%
+388.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.7% | -1.0% | +5.7% | +5.2% |
| 30D | -12.5% | +14.8% | -27.3% | -17.8% |
| 3M | -9.3% | +8.1% | -17.5% | -12.6% |
| 6M | -22.2% | +11.7% | -33.8% | -26.7% |
| YTD | +44.2% | +30.7% | +13.4% | +25.7% |
| 1Y | +35.5% | +29.7% | +5.8% | +18.4% |
| 3Y | +250.4% | +65.1% | +185.4% | +161.0% |
| 5Y | +425.6% | +34.7% | +391.0% | +331.5% |
| All | +425.6% | +36.8% | +388.8% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling