+173.8%
DAL vs KIM
+57.8%
+116.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +8.8% | +4.1% | +4.7% | +5.9% |
| 30D | +5.4% | +16.8% | -11.4% | -5.5% |
| 3M | -4.9% | +5.7% | -10.6% | -8.6% |
| 6M | +19.8% | +9.7% | +10.2% | +11.8% |
| YTD | +27.0% | +30.2% | -3.2% | +4.5% |
| 1Y | +52.5% | +32.1% | +20.3% | +24.0% |
| 3Y | +173.8% | +58.6% | +115.3% | +106.6% |
| All | +173.8% | +57.8% | +116.0% | +106.6% |
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 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