+13.8%
DBX vs KIM
+175.9%
-162.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -7.3% | +2.8% | -10.1% | -7.9% |
| 30D | -5.7% | +15.9% | -21.6% | -8.9% |
| 3M | -6.3% | +7.8% | -14.1% | -8.0% |
| 6M | +12.1% | +11.9% | +0.2% | +8.9% |
| YTD | +16.5% | +31.0% | -14.5% | +8.9% |
| 1Y | +6.1% | +32.3% | -26.3% | -1.2% |
| 3Y | +21.8% | +65.5% | -43.7% | +6.9% |
| 5Y | +19.1% | +37.2% | -18.1% | +8.5% |
| All | +13.8% | +175.9% | -162.1% | -12.9% |
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