+755.9%
DE vs KIM
+63.6%
+692.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +3.6% | +14.1% | -10.6% | -1.0% |
| 3M | +10.2% | +6.0% | +4.3% | +8.0% |
| 6M | +16.6% | +13.2% | +3.3% | +11.4% |
| YTD | +45.8% | +30.4% | +15.4% | +32.6% |
| 1Y | +43.9% | +31.0% | +12.9% | +30.6% |
| 3Y | +89.6% | +67.6% | +22.0% | +57.6% |
| 5Y | +100.3% | +35.8% | +64.6% | +76.2% |
| All | +755.9% | +63.6% | +692.3% | +519.4% |
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