+22.3%
DBX vs KIM
+153.5%
-131.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +28.1% | +0.5% | +27.5% | +27.8% |
| 6M | +33.1% | +3.6% | +29.5% | +31.6% |
| YTD | +25.3% | +20.4% | +4.9% | +19.5% |
| 1Y | +18.3% | +9.7% | +8.6% | +15.3% |
| 3Y | +25.0% | +46.0% | -21.0% | +12.9% |
| 5Y | +7.5% | +34.4% | -26.9% | -1.3% |
| All | +22.3% | +153.5% | -131.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling