+98.2%
DD vs KIM
+63.6%
+34.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +19.7% | +14.1% | +5.6% | +13.1% |
| 3M | +7.2% | +6.0% | +1.2% | +4.4% |
| 6M | +1.0% | +13.2% | -12.2% | -4.6% |
| YTD | +29.1% | +30.4% | -1.3% | +14.7% |
| 1Y | +28.5% | +31.0% | -2.6% | +13.8% |
| 3Y | +89.4% | +67.6% | +21.8% | +50.9% |
| 5Y | +67.1% | +35.8% | +31.4% | +43.6% |
| All | +98.2% | +63.6% | +34.6% | +29.4% |
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 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