+114.1%
DASH vs KIM
+62.3%
+51.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -4.8% | +2.8% | -7.6% | -5.6% |
| 30D | -7.9% | +16.3% | -24.2% | -12.1% |
| 3M | -16.3% | +6.6% | -23.0% | -18.0% |
| 6M | +10.4% | +12.3% | -1.9% | +5.9% |
| YTD | -20.1% | +31.6% | -51.7% | -27.7% |
| 1Y | -11.4% | +31.5% | -42.9% | -20.0% |
| 3Y | +114.1% | +68.0% | +46.1% | +78.1% |
| All | +114.1% | +62.3% | +51.8% | +78.1% |
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 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