+47.0%
DD vs KIM
+46.2%
+0.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | -10.3% | -4.0% | -6.3% | -8.5% |
| 3M | -7.5% | +0.5% | -8.1% | -8.3% |
| 6M | -8.0% | +3.6% | -11.6% | -10.2% |
| YTD | +10.5% | +20.4% | -10.0% | -0.6% |
| 1Y | +38.3% | +9.7% | +28.6% | +30.6% |
| All | +47.0% | +46.2% | +0.8% | +25.6% |
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