+21.5%
DBX vs KIM
+153.2%
-131.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +0.3% | -1.0% | +1.2% | +0.5% |
| 30D | 0.0% | -1.1% | +1.1% | +0.2% |
| 3M | +26.1% | -5.3% | +31.4% | +27.6% |
| 6M | +29.4% | +3.9% | +25.4% | +27.8% |
| YTD | +24.4% | +20.3% | +4.1% | +18.7% |
| 1Y | +10.9% | +10.4% | +0.4% | +7.8% |
| 3Y | +24.1% | +46.3% | -22.2% | +12.0% |
| 5Y | +7.8% | +37.6% | -29.8% | -1.5% |
| All | +21.5% | +153.2% | -131.8% | -5.1% |
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