+854.6%
DE vs KIM
+33.1%
+821.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | +9.7% | -1.7% | +11.4% | +10.3% |
| 3M | +21.4% | -7.1% | +28.5% | +24.3% |
| 6M | +15.0% | +2.9% | +12.1% | +13.6% |
| YTD | +46.4% | +18.8% | +27.6% | +37.5% |
| 1Y | +45.6% | +9.4% | +36.2% | +40.6% |
| 3Y | +76.8% | +44.6% | +32.2% | +54.4% |
| 5Y | +99.4% | +37.9% | +61.5% | +75.0% |
| All | +854.6% | +33.1% | +821.5% | +649.0% |
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