+14.4%
DBX vs KIM
+177.0%
-162.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.2% |
| 7D | -8.6% | +2.8% | -11.4% | -9.2% |
| 30D | -5.2% | +16.3% | -21.5% | -8.5% |
| 3M | -6.4% | +6.6% | -13.1% | -7.9% |
| 6M | +12.7% | +12.3% | +0.4% | +9.4% |
| YTD | +17.2% | +31.6% | -14.4% | +9.4% |
| 1Y | +5.5% | +31.5% | -26.0% | -1.5% |
| 3Y | +24.1% | +68.0% | -43.9% | +8.6% |
| 5Y | +14.2% | +38.7% | -24.5% | +3.8% |
| All | +14.4% | +177.0% | -162.6% | -12.5% |
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