+1,289.9%
DD vs KIM
+3,058.9%
-1,769.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -7.5% | +0.5% | -8.1% | -8.0% |
| 6M | -8.0% | +3.6% | -11.6% | -9.6% |
| YTD | +10.5% | +20.4% | -10.0% | +1.9% |
| 1Y | +38.3% | +9.7% | +28.6% | +32.5% |
| 3Y | +42.5% | +46.0% | -3.5% | +20.6% |
| 5Y | +60.2% | +34.4% | +25.7% | +39.2% |
| 10Y | +68.9% | +29.3% | +39.6% | +34.1% |
| All | +1,289.9% | +3,058.9% | -1,769.1% | +374.2% |
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 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