+7.4%
DASH vs KIM
+34.4%
-27.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.5% |
| 7D | -10.6% | +0.4% | -11.0% | -10.8% |
| 30D | +2.2% | -4.0% | +6.1% | +4.8% |
| 3M | +32.3% | +0.5% | +31.7% | +30.9% |
| 6M | +19.1% | +3.6% | +15.5% | +15.3% |
| YTD | -6.5% | +20.4% | -26.9% | -18.8% |
| 1Y | -14.9% | +9.7% | -24.6% | -21.3% |
| 3Y | +151.9% | +46.0% | +106.0% | +78.8% |
| All | +7.4% | +34.4% | -27.0% | -11.4% |
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