-9.4%
DASH vs KIM
+31.2%
-40.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -8.8% |
| 7D | +0.5% | +5.0% | -4.4% | -2.4% |
| 30D | -7.1% | +15.8% | -22.8% | -15.5% |
| 3M | -13.2% | +4.3% | -17.5% | -15.5% |
| 6M | +8.3% | +11.4% | -3.1% | +0.1% |
| YTD | -20.6% | +30.8% | -51.3% | -34.9% |
| 1Y | -24.4% | +31.4% | -55.8% | -38.4% |
| 3Y | +94.5% | +57.7% | +36.9% | +29.3% |
| 5Y | -9.4% | +31.7% | -41.2% | -27.5% |
| All | -9.4% | +31.2% | -40.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling