+168.1%
DAL vs KIM
+58.5%
+109.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.7% |
| 7D | +4.6% | +5.0% | -0.4% | +1.2% |
| 30D | +2.3% | +15.8% | -13.4% | -7.7% |
| 3M | -8.1% | +4.3% | -12.4% | -10.8% |
| 6M | +21.4% | +11.4% | +10.0% | +12.1% |
| YTD | +24.3% | +30.8% | -6.5% | +2.0% |
| 1Y | +47.4% | +31.4% | +15.9% | +20.3% |
| All | +168.1% | +58.5% | +109.6% | +101.7% |
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