+145.3%
DAL vs KIM
+29.2%
+116.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -13.9% | -4.0% | -9.9% | -11.7% |
| 3M | +1.1% | +0.5% | +0.5% | +0.4% |
| 6M | +26.2% | +3.6% | +22.6% | +23.2% |
| YTD | +16.4% | +20.4% | -4.0% | +2.8% |
| 1Y | +33.9% | +9.7% | +24.2% | +25.5% |
| 3Y | +93.4% | +46.0% | +47.4% | +49.6% |
| 5Y | +106.4% | +34.4% | +71.9% | +68.2% |
| All | +145.3% | +29.2% | +116.1% | +60.0% |
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