+58.7%
DD vs KIM
+37.1%
+21.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +4.6% | +4.1% | +0.5% | +2.3% |
| 30D | +11.8% | +16.8% | -5.0% | +2.6% |
| 3M | +2.2% | +5.7% | -3.5% | -1.1% |
| 6M | -1.6% | +9.7% | -11.3% | -7.1% |
| YTD | +23.0% | +30.2% | -7.2% | +5.2% |
| 1Y | +26.9% | +32.1% | -5.2% | +7.6% |
| 3Y | +77.9% | +58.6% | +19.3% | +35.1% |
| All | +58.7% | +37.1% | +21.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling