+1,447.6%
DD vs KIM
+3,315.9%
-1,868.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +4.6% | +4.1% | +0.5% | +2.9% |
| 30D | +11.8% | +16.8% | -5.0% | +4.8% |
| 3M | +2.2% | +5.7% | -3.5% | -0.3% |
| 6M | -1.6% | +9.7% | -11.3% | -5.7% |
| YTD | +23.0% | +30.2% | -7.2% | +9.8% |
| 1Y | +26.9% | +32.1% | -5.2% | +12.6% |
| 3Y | +77.9% | +58.6% | +19.3% | +45.7% |
| 5Y | +59.9% | +31.2% | +28.7% | +40.0% |
| 10Y | +90.1% | +66.7% | +23.4% | +36.3% |
| All | +1,447.6% | +3,315.9% | -1,868.4% | +410.6% |
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 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