+24.9%
DBX vs KIM
+46.7%
-21.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | -0.5% | -4.0% | +3.5% | +0.5% |
| 3M | +28.1% | +0.5% | +27.5% | +27.7% |
| 6M | +33.1% | +3.6% | +29.5% | +31.4% |
| YTD | +25.3% | +20.4% | +4.9% | +18.3% |
| 1Y | +18.3% | +9.7% | +8.6% | +14.7% |
| All | +24.9% | +46.7% | -21.8% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling