+8,143.9%
PWR vs KIM
+820.5%
+7,323.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +19.1% | -0.7% | +19.7% | +19.4% |
| 30D | -12.0% | +13.4% | -25.4% | -16.9% |
| 3M | -10.6% | +6.5% | -17.1% | -13.3% |
| 6M | -20.8% | +10.6% | -31.4% | -24.9% |
| YTD | +43.7% | +29.9% | +13.8% | +27.1% |
| 1Y | +35.0% | +29.6% | +5.4% | +19.4% |
| 3Y | +249.4% | +64.1% | +185.4% | +174.8% |
| 5Y | +422.1% | +35.3% | +386.8% | +341.3% |
| 10Y | +1,868.4% | +63.1% | +1,805.4% | +1,261.6% |
| All | +8,143.9% | +820.5% | +7,323.4% | +2,525.6% |
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