+23.1%
DBX vs KIM
+150.2%
-127.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | +2.8% | -1.7% | +4.5% | +3.2% |
| 3M | +26.8% | -7.1% | +33.9% | +28.9% |
| 6M | +32.8% | +2.9% | +29.9% | +31.5% |
| YTD | +26.1% | +18.8% | +7.2% | +20.6% |
| 1Y | +14.1% | +9.4% | +4.7% | +11.2% |
| 3Y | +25.7% | +44.6% | -18.9% | +13.8% |
| 5Y | +11.2% | +37.9% | -26.8% | +1.6% |
| All | +23.1% | +150.2% | -127.1% | -3.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling