+66.5%
DD vs KIM
+29.7%
+36.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -3.8% | -1.0% | -2.8% | -3.4% |
| 30D | -9.2% | -1.1% | -8.1% | -8.8% |
| 3M | -9.0% | -5.3% | -3.7% | -7.1% |
| 6M | -5.0% | +3.9% | -8.9% | -6.8% |
| YTD | +7.4% | +20.3% | -12.9% | -1.1% |
| 1Y | +35.1% | +10.4% | +24.7% | +28.9% |
| 3Y | +43.2% | +46.3% | -3.1% | +20.8% |
| 5Y | +59.6% | +37.6% | +22.1% | +37.3% |
| 10Y | +66.5% | +34.5% | +32.0% | +10.2% |
| All | +66.5% | +29.7% | +36.8% | +10.2% |
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