+381.8%
DAL vs KIM
+34.8%
+347.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.8% |
| 7D | +4.6% | +5.0% | -0.4% | +1.9% |
| 30D | +2.3% | +15.8% | -13.4% | -5.6% |
| 3M | -8.1% | +4.3% | -12.4% | -10.2% |
| 6M | +21.4% | +11.4% | +10.0% | +14.3% |
| YTD | +24.3% | +30.8% | -6.5% | +6.9% |
| 1Y | +47.4% | +31.4% | +15.9% | +26.3% |
| 3Y | +164.6% | +57.7% | +107.0% | +104.7% |
| 5Y | +100.2% | +31.7% | +68.5% | +71.0% |
| 10Y | +124.9% | +67.4% | +57.5% | +56.7% |
| All | +381.8% | +34.8% | +347.0% | +218.6% |
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