+17.7%
DBX vs KIM
+174.5%
-156.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -5.9% | +14.1% | -20.0% | -8.8% |
| 3M | -6.7% | +6.0% | -12.7% | -8.0% |
| 6M | +28.0% | +13.2% | +14.7% | +24.0% |
| YTD | +20.6% | +30.4% | -9.8% | +12.8% |
| 1Y | +10.3% | +31.0% | -20.7% | +3.0% |
| 3Y | +24.0% | +67.6% | -43.6% | +8.6% |
| 5Y | +24.2% | +35.8% | -11.5% | +13.4% |
| All | +17.7% | +174.5% | -156.8% | -9.8% |
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