+52.5%
DAL vs KIM
+31.1%
+21.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +8.8% | +4.1% | +4.7% | +6.4% |
| 30D | +5.4% | +16.8% | -11.4% | -3.4% |
| 3M | -4.9% | +5.7% | -10.6% | -7.8% |
| 6M | +19.8% | +9.7% | +10.2% | +12.7% |
| YTD | +27.0% | +30.2% | -3.2% | +12.2% |
| 1Y | +52.5% | +32.1% | +20.3% | +32.6% |
| All | +52.5% | +31.1% | +21.3% | +32.6% |
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 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