-5.2%
DASH vs KIM
+119.1%
-124.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.4% | +4.1% | -3.7% | -1.6% |
| 30D | -6.0% | +16.8% | -22.8% | -13.4% |
| 3M | -15.8% | +5.7% | -21.4% | -18.1% |
| 6M | +7.0% | +9.7% | -2.7% | +1.3% |
| YTD | -20.7% | +30.2% | -50.9% | -32.2% |
| 1Y | -8.5% | +32.1% | -40.7% | -22.7% |
| 3Y | +101.8% | +58.6% | +43.2% | +47.7% |
| 5Y | -9.6% | +31.2% | -40.7% | -25.8% |
| All | -5.2% | +119.1% | -124.3% | -26.1% |
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