-5.9%
DASH vs KIM
+119.9%
-125.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -10.2% | -1.0% | -9.2% | -9.7% |
| 30D | -8.2% | +14.8% | -23.0% | -14.6% |
| 3M | -15.9% | +8.1% | -24.1% | -19.3% |
| 6M | +13.3% | +11.7% | +1.6% | +6.2% |
| YTD | -21.3% | +30.7% | -52.0% | -32.9% |
| 1Y | -11.1% | +29.7% | -40.9% | -24.0% |
| 3Y | +103.8% | +65.1% | +38.7% | +45.3% |
| 5Y | -21.6% | +34.7% | -56.3% | -35.9% |
| All | -5.9% | +119.9% | -125.9% | -26.9% |
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